Page 9 - Initial Margin News Today

UK regulator’s attack on Simm may have more to do with the failed family office than meets the eye

Using Monte Carlo model extension for forward IM calculation avoids excessive outputs for MVA

UK regulator’s push to improve model governance could tip non-cleared derivatives market into chaos

Banks stress-test clients, add big margin multipliers to insulate against risk of 100% price moves

The overall weighted average return for hedge funds administered by the Citco group of companies (Citco companies) was -2.4% in June

Phase 6 of UMR goes live on September 1.

Number of clearing members with total requirements of €10bn and above has been increasing since 2017

Results of European stress test suggest shortfall of collateral for large commodities positions is equivalent to 17% of total required margin

Market volatility and spot-based Simm approach may drive large margin spikes in little-tested asset class

IM held against F&O positions hit all-time high, as number of margin breaches nudged higher