Margin Models News Today

CPMI-Iosco says scheduled variation margin is better than ad hoc calls by clearing houses

FSB report calls for regulators to review existing standards for non-bank liquidity management

Dealers diverge widely in how much capital they deem necessary to cover customer fund shortfalls

A look back at progress and challenges one year on from UMR and Phase 6 implementation

New paper shows how creditworthiness and concentrations can be reflected into margin requirements

CCPs fear Europe will adopt its own prescriptive rules despite ongoing international consultation

Wells Fargo, BNP Paribas marked new peaks in December

European Parliament wants to amend Emir 3.0 draft to put extra obligations on clearing houses

Dealers grumble that greater guaranty fund payments could undermine the ‘defaulter pays’ principle of clearing

FCMs complain they struggle to pass opaque margin calculations through to end-clients