RDP 2015-02: Central Counterparty Loss Allocation and Transmission of Financial Stress
Equation
M
i
j
=
max
(
V
i
j
−
C
i
j
,
0
)
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqr1ngB PrgifHhDYfgasaacH8srps0lbbf9q8WrFfeuY=Hhbbf9v8qqaqFr0x c9pk0xbba9q8WqFfea0=yr0RYxir=Jbba9q8aq0=yq=He9q8qqQ8fr Fve9Fve9Ff0dmeaabaqaciGacaGaaeqabaWaaeaaeaaakeaacaWGnb WaaSbaaSqaaiaadMgacaWGQbaabeaakiabg2da9iaab2gacaqGHbGa aeiEamaabmaabaGaamOvamaaBaaaleaacaWGPbGaamOAaaqabaGccq GHsislcaWGdbWaaSbaaSqaaiaadMgacaWGQbaabeaakiaacYcacaaI WaaacaGLOaGaayzkaaaaaa@480E@