How Confident Are We of Margin Model Procyclicality Measurements? - Slides

37 Pages Posted: 13 Apr 2023

Date Written: March 28, 2023

Abstract

Slides presented at the conference

Suggested Citation

Gurrola Perez, Pedro, How Confident Are We of Margin Model Procyclicality Measurements? - Slides (March 28, 2023). Proceedings of WFEClear: The WFE’s Clearing & Derivatives Conference 2023, Available at SSRN: https://ssrn.com/abstract=4417980 or http://dx.doi.org/10.2139/ssrn.4417980

Pedro Gurrola Perez (Contact Author)

World Federation of Exchanges ( email )

125 Old Broad Street
London, EC2N 1AR
United Kingdom
EC2N 1AR (Fax)

HOME PAGE: http://www.world-exchanges.org

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