Page 3 - Margin Models News Today

Large moves in US Treasury yields in June to blame for largest backtesting exception on record

CCP reported highest level on record, superseding Covid-19-induced peak

CME and Ice will need to pay more attention to clearing members on risk committees

CCP’s interest rate swaps clearing unit reported its first initial margin shortfalls since Q3 2020

Q2 volatility triggered some of the largest initial margin breaches ever reported by the CCP

Acadia finds roughly one-third jump in exposure following Simm recalibration, with higher funding costs adding to burden

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

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

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

LCH’s interest rate derivatives clearing service reported over 4,000 backtesting exceptions in Q1