Download This PaperHow 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: 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
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