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RDP 2013-12: Central Counterparty Links and Clearing System Exposures
Equation
R
=
1
2
+
2
N
1
N
2
N
N
−
1
and
lim
N
1
→
∞
R
=
1
2
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqbaeaabeWaaaqaaiaadkfacqGH9aqpdaWcaaqaaiaaigdaaeaadaGcaaqaaiaaikdaaSqabaaaaOGaey4kaSYaaSaaaeaadaGcaaqaaiaaikdacaWGobWaaSbaaSqaaiaaigdaaeqaaOGaamOtamaaBaaaleaacaaIYaaabeaaaeqaaaGcbaGaamOtamaakaaabaGaamOtaiabgkHiTiaaigdaaSqabaaaaaGcbaGaaeyyaiaab6gacaqGKbaabaWaaCbeaeaacaqGSbGaaeyAaiaab2gaaSqaaiaad6eadaWgaaadbaGaaGymaaqabaWccqGHsgIRcqGHEisPaeqaaOGaamOuaiabg2da9maalaaabaGaaGymaaqaamaakaaabaGaaGOmaaWcbeaaaaaaaaaa@50B2@