Assessing the Margin Requirements Impact on the Russian Futures Market Liquidity
The implementation of a margin system in derivatives markets has a positive effect on market liquidity and market pricing efficiency. At the same time, portfolio diversification and hedging are not fully taken into account when assessing margin requirements. Therefore, in order to comply with regula...
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| Format: | Article |
| Language: | English |
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Financial Research Institute
2023-10-01
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| Series: | Финансовый журнал |
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| Online Access: | https://www.finjournal-nifi.ru/images/FILES/Journal/Archive/2023/5/statii/06_5_2023_v15.pdf |