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Quantitative Finance · Glossaire

Qu'est-ce que « House margin » ?

Definition 14.2 The Desk and the Firm · Chapitre 14 — Treasury and Funding

House margin is the margin a broker requires of a client under its own rules, above any regulatory or clearing-house minimum: typically a rate on gross exposure, a rate on the net, add-ons for concentration, liquidity and correlation, and a methodology the broker may change at its discretion unless the agreement says otherwise.

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