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Discrepancy between regulations and practice in initial margin calculation

Crossref DOI link: https://doi.org/10.1007/s13160-024-00660-8

Published Online: 2024-06-28

Published Print: 2024-09

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Kitani, Ryosuke

Nakagawa, Hidetoshi http://orcid.org/0000-0001-6919-1894
Funding

Funding for this research was provided by:

JSPS KAKENHI (JP20K04960)
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Text and Data Mining valid from 2024-06-28

Version of Record valid from 2024-06-28
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Article History

Received: 27 July 2023

Revised: 30 May 2024

Accepted: 7 June 2024

First Online: 28 June 2024