Central Clearing of OTC Derivatives - Protection of Cleared Swaps Customer Contracts and Collateral
Duke University School of Law
December 15, 2011
This paper examines which of the five margin protection models (Baseline Model, Physical Segregation Model, Complete Legal Segregation Model, Legal Segregation with Recourse Model, and Optional Model) currently discussed is the optimal model in achieving the underlying rationale of the Dodd-Frank Act.
Number of Pages in PDF File: 37
Keywords: OTC Derivatives, Central Clearing
JEL Classification: G18, G21, G28working papers series
Date posted: April 10, 2012
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