Margin Call Processes is a risk management framework that systematically identifies, calculates, and enforces the collateral requirements for under-margined derivative positions to mitigate counterparty credit risk during periods of market volatility.
9
Publications
351
Citations
13
Authors
19
Institutions
Publications per year
2017–2026
1
Publications
9
Option Strategies: Good Deals and Margin Calls
Alessio Saretto, Pedro Santa‐Clara · SSRN Electronic Journal · 2006 · 48 citations · Full text
1–5 of 9
Authors
13
- PG
2
h-index
- AS
2
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- PS
2
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- RJ
2
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- JE
2
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1–5 of 13
Institutions
19
National Bureau of Economic Research
Cambridge, United States
3 h-index
3 publications
164 citations
University of California San Diego
San Diego, United States
2 h-index
2 publications
116 citations
Universidade Nova de Lisboa
Lisbon, Portugal
2 h-index
2 publications
98 citations
University of Mendoza
Mendoza, Argentina
2 h-index
2 publications
116 citations
Kellogg's (Canada)
Mississauga, Canada
2 h-index
2 publications
116 citations
Indian School of Business
Hyderabad, India
2 h-index
2 publications
116 citations
University of Notre Dame
Notre Dame, United States
2 h-index
2 publications
116 citations
Shanghai Jiao Tong University
Shanghai, China
2 h-index
2 publications
116 citations
1–8 of 19
Venues
- SSRN Electronic Journal
Repository · 4 publications · 211 citations
4
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- RePEc: Research Papers in Economics
Repository · 2 publications · 25 citations
2
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- Journal of Financial Markets
1 publications · 50 citations
1
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- Journal of Gender Studies
1 publications · 40 citations
1
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- Journal of Business Ethics
1 publications · 25 citations
1
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1–5