Initial Margin Modeling is a quantitative framework within the field of financial risk management that specifies the methodologies and assumptions used to calculate the amount of collateral required at the inception of a derivatives trade to mitigate counterparty credit risk in the event of default.
26
Publications
932
Citations
42
Authors
24
Institutions
Publications per year
2017–2026
12
Parents
Publications
26
Margin Requirements and the Security Market Line
Petri Jylhä · The Journal of Finance · 2018 · 112 citations · Full text
1–5 of 26
Authors
42
- DMDavid Murphy
London School of Economics and Political Science, United Kingdom
5 publications · 189 citations
5
h-index
- NV
3
h-index
- LB
3
h-index
- PG
3
h-index
- AS
3
h-index
1–5 of 42
Institutions
24
Bank of England
London, United Kingdom
5 h-index
7 publications
292 citations
Federal Reserve
Washington D.C., United States
4 h-index
4 publications
169 citations
London School of Economics and Political Science
London, United Kingdom
4 h-index
4 publications
168 citations
Federal Reserve Board of Governors
Washington D.C., United States
3 h-index
3 publications
108 citations
Overlook Medical Center
Summit, United States
2 h-index
2 publications
38 citations
Bank of America
Charlotte, United States
2 h-index
2 publications
38 citations
University of Piraeus
Piraeus, Greece
2 h-index
2 publications
132 citations
University of Oxford
Oxford, United Kingdom
1 h-index
1 publications
18 citations
1–8 of 24
Venues
- SSRN Electronic Journal
Repository · 13 publications · 391 citations
11
h-index
- The Journal of Finance
3 publications · 209 citations
3
h-index
- Review of Financial Studies
2 publications · 132 citations
2
h-index
- Journal of risk management in financial institutions
2 publications · 28 citations
2
h-index
- International Journal of Theoretical and Applied Finance
IJTAF · 1 publications · 23 citations
1
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1–5