Margin requirements and systemic liquidity risk

Mohamed Bakoush1,2, Enrico H. Gerding3, Simon Wolfe1
1Southampton Business School, University of Southampton, Highfield, Southampton SO17 1BJ, UK
2Faculty of Commerce, Kafrelsheikh University, El-Geish St, Kafr El-Sheikh 33511, Egypt
3Electronics and Computer Science, University of Southampton, Highfield, Southampton SO17 1BJ, UK

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