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January 20, 2013

LCH Group Fixed Income Margin (RepoClear)

LCH has published a PDF explaining the framework for managing risk over and above IM for their RepoClear service. It includes factors such as Concentration Risk, Sovereign Credit Risk, “Wrong Way” Risk and others. Short and interesting.

LCH.Clearnet Group – Member Notices – Circulars – 2013-01-18 Group Fixed Income Margin.


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