3 ms·
No, the point is that while the model would have caused the collateral requirements to jump, that's not all the DTCC did - they enacted a 100% collateral requir
by ummonk 6y ago
No, the point is that while the model would have caused the collateral requirements to jump, that's not all the DTCC did - they enacted a 100% collateral requirement on specific stocks, which is not something the models required.
- selectodude 6y agoHow do you know? Do you write the risk models? There aren't many stocks that swing from +100% to -3% in a day.