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Keywords: Stress Test
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2006) 14 (1): 25–60.
Published: 31 May 2006
... and derivatives markets‘ In this paper we estimate the amount of settlement fund required in the Korean securities and derivatives markets via stress testing if the market falls into an extreme case of vulnerability. The required settlement fund was estimated using two step procedures. Firstly, we estimate...
