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20122023
most citedMVA: Initial Margin Valuation Adjustment by Replication and Regression

19 citations · 39 across the 15 of their papers we have counts for

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q-fin.GN2012

Will Central Counterparties become the New Rating Agencies?

Chris Kenyon, Andrew Green

Central Counterparties (CCPs) are widely promoted as a requirement for safe banking with little dissent except on technical grounds (such as proliferation of CCPs). Whilst CCPs can…