Page 4 - Margin Models News Today

Russia-Ukraine war has forced a tenfold margin funding burden, says BNP; Ice says smaller hedgers face disenfranchisement

New regulations and extreme global events are seeing initial margin (IM) requirements rise in prominence, with investment managers needing to focus on more than

Dealers welcome model transparency push, but call for greater say on methods to combat spikes

Focus instead on outcomes and costs and factor in different clearing membership, say Murphy and Vause

Draft RTS creates validation hurdles and cross-border conflicts, industry warns

FCMs ask bourse to postpone long-planned switch to new VAR model to allow more time for testing

UMR are among the biggest collateral management issues faced by investors in over-the-counter (OTC) derivatives. At a specially convened session sponsored by

Current prohibition on margin re-use penalises sponsored clearing of cash instruments

Clearing house testing new Span 2 framework with members, more work needed with vendors

Risk.net Print this page   The amount of initial margin (IM) held across LCH’s London-based central counterparty (CCP) fell slightly over Q3, having hit record highs at end-June. Collateral held across the company’s four clearing funds remained elevated relative to pre-Covid levels. IM held against interest rate swap (IRS) contracts amounted to £154.4 billion ($210.1 billion) at end-September, down 4% on three months prior. That held against equities dropped more abruptly, by...