I'm reading and trying to understand TIMS and SPAN methodologies for margin calculations. In the internet I found these 2 great resources and that's what I'm using to get familiar with things:
I would like to know if there are any academic textbooks that dedicate a section or the entirety of such book to these topics. Or if there are other good materials out there, I know this search on google returns some results, but I believe the resources in the link are by far the best I've encountered so far and I'm not sure if that's all there is.
Thanks for any help in advance!