Stress test raises margin model issues - ESMA

13th July, 2020

Wendy Lisney
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New section of stress test on concentration risk has implications for margin models at some CCPs, says regulator

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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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