Define ‘Bankruptcy Price’ in the Context of Futures Liquidation.

The bankruptcy price is the price at which a trader's margin balance is exactly zero. If a liquidated position is closed at or beyond this price, the trader's account incurs a negative balance, resulting in a loss for the exchange.

The liquidation process is designed to close the position before the market price reaches the bankruptcy price, but in volatile markets, slippage can cause the execution price to be worse.

Can the Bankruptcy Price Be Reached without a Margin Call Being Issued?
Define the ‘Bankruptcy Price’ in the Context of a Futures Liquidation
What Is a ‘Bankruptcy Price’ in the Context of Futures Liquidation?
How Could a Derivatives Exchange Use ZKPs to Verify a Trader Has Sufficient Margin without Knowing Their Total Account Value?
Why Is the Liquidation Price Always Closer to the Entry Price than the Bankruptcy Price?
How Is the ‘Bankruptcy Price’ Determined for a Leveraged Position?
What Is the Relationship between Leverage and Bankruptcy Price Proximity?
Why Is the Nonce Limited to 32 Bits and What Happens When It Is Exhausted?

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