OCC adds liquidation cost to margin model

18th June, 2019

Louisa Chender
chicagoGIG

Additional margin to close out defaulting members’ positions could reduce knock-on effects

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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