Lee Moran

BNP Paribas, London

Quantitative Analyst

10 Harewood Avenue

London, NW1 6AA

United Kingdom

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Capturing Initial Margin in Counterparty Risk Calculations

Journal of Risk Management in Financial Institutions, Vol. 10, 2017, pp. 118-129

Posted: 06 Jul 2016 Last Revised: 31 Mar 2017

Lee Moran and Sascha Wilkens

BNP Paribas, London and Independent

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