Auto-deleveraging is the closing of profitable opposite positions of other traders, at the bankrupt position’s bankruptcy price or at the mark, when the insurance fund cannot absorb a liquidation’s loss, with those traders selected by a published ranking. A socialised loss is a loss spread across a group of traders, for example all profitable accounts pro rata to their gains, rather than imposed on those selected by a ranking.
Quantitative Finance · Glossaire
Qu'est-ce que « Auto-deleveraging, socialised loss » ?
Aussi appelé : auto-deleveraging · socialised loss