Oslo Clearing’s Margin Methodology: Description and Quality Control

Aas, Kjersti; Løland, Anders

April 20, 2010

SAMBA

• Areas: Finance, insurance and commodity markets
• Keywords: Margin, liquidity, volatility, correlations, Value-at-Risk
• Page(s): 16
• Name and number of project: 220356
• Title: Oslo Clearing’s Margin Methodology: Description and Quality Control
• Author(s): Aas, Kjersti; Løland, Anders
• Report number: SAMBA/18/10
• Published date: April 20, 2010