loss-waterfall
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P2.T6.24.30. Loss Waterfall and Variation Margin
Learning Objectives: Discuss the risks faced by a CCP and the ways it manages its exposures. Provide examples of a loss waterfall. Explain the different methods of managing the default of one or more members of a CCP. Questions: 24.30.1. RiskShield CCP is a central counterparty that clears a...- Nicole Seaman
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- central-counterparties default loss-waterfall variation-margin
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