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Quantitative Finance · Begrippenlijst

Wat is Dynamic margining?

Definition 29.1 The Desk and the Firm · Hoofdstuk 29 — Case Studies II

Dynamic margining sets a client’s margin from the current risk of its portfolio (its volatility, concentration, liquidity and directional bias), recomputed as positions and prices change, rather than as a fixed percentage of each trade’s notional at inception.

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