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Margin Requirement Analysis

Margin Requirement Analysis is a quantitative risk assessment framework within systemic risk oversight that specifies the minimum collateral requirements for financial positions to mitigate counterparty default risk and enhance market stability.

47

Publications

2.1K

Citations

71

Authors

53

Institutions

Publications per year

2017–2026

10

Parents

Publications

47

Central clearing and collateral demand

Darrell Duffie, Martin Scheicher, Guillaume Vuillemey · Journal of Financial Economics · 2015 · 223 citations

, , +14

Margin Regulation and Stock Market Volatility

David A. Hsieh, Merton H. Miller · The Journal of Finance · 1990 · 198 citations

, , +17

Margin Requirements and the Security Market Line

Petri Jylhä · The Journal of Finance · 2018 · 112 citations · Full text

, , +16

Margin Requirements, Volatility, and the Transitory Component of Stock Prices

A. Hardouvelis · American Economic Review · 2016 · 109 citations

, , +15

Margin Requirements, Speculative Trading, and Stock Price Fluctuations: The Case of Japan

Gikas A. Hardouvelis, S. Peristiani · The Quarterly Journal of Economics · 1992 · 108 citations

, , +17

1–5 of 47

Authors

71

  1. GA
    Gikas A. Hardouvelis

    University of Piraeus, Greece

    4 publications · 293 citations

    4

    h-index

  2. PG
    Paul Giltinan

    Bank of England, United Kingdom

    3 publications · 61 citations

    3

    h-index

  3. MY
    Min‐Teh Yu

    Providence University, Taiwan

    3 publications · 57 citations

    3

    h-index

  4. DM
    David Murphy

    London School of Economics and Political Science, United Kingdom

    3 publications · 116 citations

    3

    h-index

  5. NN
    Nikolai Nowaczyk

    Shanghai Stock Exchange, China

    2 publications · 33 citations

    2

    h-index

1–5 of 71

Institutions

53

  1. Bank of England

    London, United Kingdom

    4 h-index

    6 publications

    240 citations

  2. National Central University

    Taoyuan City, Taiwan

    3 h-index

    3 publications

    57 citations

  3. London School of Economics and Political Science

    London, United Kingdom

    3 h-index

    3 publications

    116 citations

  4. National United University

    Miaoli, Taiwan

    3 h-index

    3 publications

    57 citations

  5. Federal Reserve

    Washington D.C., United States

    2 h-index

    2 publications

    105 citations

  6. Stanford University

    Stanford, United States

    2 h-index

    2 publications

    252 citations

  7. Virginia Tech

    Blacksburg, United States

    2 h-index

    5 publications

    151 citations

  8. European Central Bank

    Frankfurt am Main, Germany

    2 h-index

    2 publications

    252 citations

1–8 of 53

Venues

  1. SSRN Electronic Journal

    Repository · 13 publications · 295 citations

    10

    h-index

  2. Journal of Futures Markets

    6 publications · 161 citations

    6

    h-index

  3. The Journal of Finance

    5 publications · 437 citations

    5

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 4 publications · 200 citations

    4

    h-index

  5. New England economic review

    2 publications · 95 citations

    2

    h-index

1–5