Joint Associations’ paper on access to short-term liquidity or guarantees provided by public entities and extension of eligible collateral to maintain the functioning of EU energy markets in times of extreme wholesale price development

22 April 2022 – Joint Associations’ paper on access to short-term liquidity or guarantees provided by public entities and extension of eligible collateral to maintain the functioning of EU energy markets in times of extreme wholesale price development

Correlation Breakdowns, Spread Positions, and CCP Margin Model

 

Correlation Breakdowns, Spread Positions, and CCP Margin Model

 

Correlation Breakdowns, Spread Positions, and CCP Margin Models