Repo Margining

This project is about margining repo contracts at BancaImi?.

A practitioner report has been presented at Xp2001 (check http://www.xp2003.org/xp2001/conference/papers/Chapter35-Bossi+alii.pdf). Measures and metrics are available also.

You can find more at http://www.xplabs.it/201013.html, like: If you want to know more contact PiergiulianoBossi or FrancescoCirillo
CategoryProject, CategoryXpInItaly

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