vimarsana.com

Page 2 - Margin Models News Today : Breaking News, Live Updates & Top Stories | Vimarsana

EU clearing houses want global standard on procyclicality

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

Bruxelles capitaleManuel ortiz repisoRafik mrabetDmitrij senkoMatthias graulichEurex senkoEuropean unionSix groupInternational organization of securities commissions ioscoEuropean commissionCommittee on paymentsBasel committee on banking supervisionEurex clearingEuropean securitiesMarkets authorityEuropean market infrastructure

US FCMs wrap up 2023 with required customer funds toeing record high

Wells Fargo, BNP Paribas marked new peaks in December

Wells fargoNational futures associationBank of americaBnp paribasJp morganMorgan stanleyGoldman sachsNited states usNorth americaFutures commission merchant fcmLearing membersInitial marginMargin modelsIsk quantum

Clearing members cheer plan for more transparency on CCP margin

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

European parliamentEuropean unionEuropean market infrastructure regulationEuropean commission ecCouncil of the european unionUropean union euEuropean securities and markets authority esmaLearing membersConcentration riskInitial marginMargin callMargin modelsUropean market infrastructure regulation emirRisk management

Bloating CCP default funds New margin models Are the two linked?

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

Morgan stanleyCme groupEurex clearingIntercontinental exchange iceNited states usLearing membersDefault fund contributionDefault fundsFutures commission merchant fcmInitial marginMargin modelsAlue at risk varRisk management

Hard concentration: clearing members want clarity from CCPs

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

United kingdom generalUnited kingdomDmitrij senkoPaul cusenzaDavid hornerEurex prismaSuzanne spragueEurex senkoJackie mesaGroup spragueInternational organization of securitiesBasel committee on paymentsFutures industry associationFutures industryIce clear europeIce risk model

vimarsana © 2020. All Rights Reserved.