Bilateral Margining

Bilateral Margining is a risk mitigation framework within derivatives markets whereby two counterparties directly negotiate and exchange collateral to secure their mutual exposure, distinguished from multilateral or exchange-traded arrangements by its exclusive, pairwise application between the parties involved.

8

Publications

299

Citations

15

Authors

11

Institutions

Publications per year

2017–2026

2

Variants

Bilateral Margin Requirements

Authors

15

  1. AP
    Andrea Pallavicini

    Imperial College London, United Kingdom

    3 publications · 170 citations

    3

    h-index

  2. DB
    Damiano Brigo

    Imperial College London, United Kingdom

    3 publications · 170 citations

    3

    h-index

  3. AC
    Agostino Capponi

    Columbia University, United States

    2 publications · 93 citations

    2

    h-index

  4. TR
    Tomasz R. Bielecki

    Illinois Institute of Technology, United States

    2 publications · 83 citations

    2

    h-index

  5. VP
    Vasileios Papatheodorou

    Barclays (United Kingdom), United Kingdom

    2 publications · 93 citations

    2

    h-index

1–5 of 15

Venues

  1. SSRN Electronic Journal

    Repository · 4 publications · 185 citations

    4

    h-index

  2. International Journal of Theoretical and Applied Finance

    IJTAF · 2 publications · 41 citations

    2

    h-index

  3. 1

    h-index

  4. SIAM Journal on Financial Mathematics

    1 publications · 63 citations

    1

    h-index

1–4