Skip to content
RDP 2013-12: Central Counterparty Links and Clearing System Exposures
Equation
2
1
Y
=
E
[
max
(
∑
i
∈
N
2
∑
j
∈
N
1
(
X
i
j
1
+
X
i
j
2
)
,
0
)
]
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaaeaaaaaaaaa8 qadaqhaaWcbaGaaGOmaaqaaiaaigdaaaGccaWGzbGaeyypa0Zefv3y SLgznfgDOjdaryqr1ngBPrginfgDObcv39gaiuaacqWFecFrdaWada qaaiGac2gacaGGHbGaaiiEamaabmaabaWaaabuaeaadaaeqbqaamaa bmaabaGaamiwamaaDaaaleaacaWGPbGaamOAaaqaaiaaigdaaaGccq GHRaWkcaWGybWaa0baaSqaaiaadMgacaWGQbaabaGaaGOmaaaaaOGa ayjkaiaawMcaaiaacYcacaaIWaaaleaacaWGQbGaeyicI4SaamOtai aaigdaaeqaniabggHiLdaaleaacaWGPbGaeyicI4SaamOtamaaBaaa meaacaaIYaaabeaaaSqab0GaeyyeIuoaaOGaayjkaiaawMcaaaGaay 5waiaaw2faaaaa@6390@