Melanie Houllier

The London Institute for Banking and Finance

25 Lovat Ln

London, EC3R 8EB

United Kingdom

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Borderline: Judging the Adequacy of Return Distribution Estimation Techniques in Initial Margin Models

Bank of England Working Paper No. 673

Number of pages: 23 Posted: 06 Sep 2017

Melanie Houllier and David Murphy

The London Institute for Banking and Finance and London School of Economics - Law School

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