Research into Problems with Automation of Margin Call Processing in an Electronic Trading System

Student: Kalinin Dmitrii

Educational Programme: Electronic Business (Master)

Year of Graduation: 2019

The present paper is devoted to research of the task of collateral management (margin requirements) in the process of derivatives trading in the financial market (on the example of the banking area). The process of collateral management in the trading system is studied in details. The main problems associated with the lack of automation of that process are identified and resolved. An optimized model of the process is created as a result.

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