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GUARANTEE FUND CALCULATION WITH ALLOCATION FOR SELF-REFERENCING RISK
GUARANTEE FUND CALCULATION WITH ALLOCATION FOR SELF-REFERENCING RISK
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机译:分配风险的保证金计算以应对自我更新风险
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摘要
Computer implemented systems and methods are disclosed that allow for the efficient and rapid determination of guarantee funds for clearing member firms. Disclosed systems and methods account for the exposure of self-referencing risk.
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