MARKET RISK ESTIMATION IN (T+)-TRANSACTIONS
Market risk analysis and estimation are presentedin T+ transactionsas they are used within the Moscow Exchange. There is a need to do so as a result of the cut-off of a new REPO product with Central Counterpartner (CCP). Here repurchase agreement goes through the National Clearing Center (NCC), the...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Nauka
2016-08-01
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| Series: | Модернизация, инновация, развитие |
| Subjects: | |
| Online Access: | https://www.mir-nayka.com/jour/article/view/379 |
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