Concepedia

Intraday Margining

Intraday Margining is a risk management mechanism within central counterparty clearing that requires the calculation and collection of variation margins at multiple fixed points during the trading day to mitigate exposure to potential defaults arising from intraday market movements.

4

Publications

78

Citations

7

Authors

5

Institutions

Publications per year

2017–2026

1

Parents

Publications

4

1–4 of 4

Authors

7

  1. FC
    Fernando Cerezetti

    1 publications · 10 citations

    1

    h-index

  2. AM
    Atsushi Maruyama

    Chiba University, Japan

    1 publications · 10 citations

    1

    h-index

  3. SB
    Sanjeev Bhojraj

    Cornell University, United States

    1 publications · 39 citations

    1

    h-index

  4. MH
    Marc Henrard

    University College London, United Kingdom

    1 publications · 14 citations

    1

    h-index

  5. WB
    William B. Tayler

    Brigham Young University, United States

    1 publications · 39 citations

    1

    h-index

1–5 of 7

Institutions

5

  1. Emory University

    Atlanta, United States

    1 h-index

    1 publications

    39 citations

  2. Cornell University

    Ithaca, United States

    1 h-index

    1 publications

    39 citations

  3. SC Johnson (United States)

    Racine, United States

    1 h-index

    1 publications

    39 citations

  4. Bank for International Settlements

    Basel, Switzerland

    1 h-index

    1 publications

    14 citations

  5. De Nederlandsche Bank

    Amsterdam, The Netherlands

    1 h-index

    1 publications

    15 citations

1–5 of 5

Venues

  1. The Journal of Fixed Income

    1 publications · 14 citations

    1

    h-index

  2. Review of Financial Studies

    1 publications · 39 citations

    1

    h-index

  3. 1

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 1 publications · 15 citations

    1

    h-index

1–4