Download This PaperCentral Clearing of OTC Derivatives - Protection of Cleared Swaps Customer Contracts and Collateral
37 Pages Posted: 10 Apr 2012
Date Written: December 15, 2011
Abstract
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.
Keywords: OTC Derivatives, Central Clearing
JEL Classification: G18, G21, G28
Suggested Citation: Suggested Citation
Yoshiya, Shinichi, Central Clearing of OTC Derivatives - Protection of Cleared Swaps Customer Contracts and Collateral (December 15, 2011). Available at SSRN: https://ssrn.com/abstract=2037546 or http://dx.doi.org/10.2139/ssrn.2037546
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