April 4, 2012
CME approach to IM for IRS
FIA magazine has an article on the systemic approach to IM for rate swaps at CME, via FI Magazine. (free registration)
Or download the article here in PDF.
FIA magazine has an article on the systemic approach to IM for rate swaps at CME, via FI Magazine. (free registration)
Or download the article here in PDF.