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Page 7 - Margin Models News Today : Breaking News, Live Updates & Top Stories | Vimarsana

BoE: regulators could push CCPs to publish margin shocks

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

Barry kingFutures industry associationInternational derivatives expoCommodity futuresCommodity futures trading commission cftcBank of england boeIce clear europeNited kingdom ukLearing membersMargin modelsRussia ukraine conflictMargin callInitial marginRisk management

Collateral resilience is more than just understanding initial margin

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

Collateralised loan obligations closQuity linked securities elssMargin models

Banks, CCPs protest Esma s prescriptive procyclicality rules

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

European unionAuthority esmaEuropean securitiesMarkets authorityEuropean securities and markets authority esmaEuropean commission ecUropean union euLearing membersMargin modelsInitial marginUropean market infrastructure regulation emirRisk management

Don t impose blanket margin model rules, say BoE advisers

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

Nicholas vauseDavid murphyBank of england boeEuropean securities and markets authority esmaBasel committee on banking supervision bcbsInternational organization of securities commissions ioscoOmmittee on payments and market infrastructure cpmiCme groupIce clear europeOptions clearing corporation occLondon school of economics lseMargin modelsForeign exchangeInitial marginLearing membersUropean market infrastructure regulation emir

EU s IM model validation rules may put Simm in jeopardy

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

European banking authorityEuropean unionInternational swaps and derivatives association isdaEuropean banking authority ebaInitial marginNon cleared tradesBilateral tradeMargin modelsModel validationIsda simmInterest rate derivatives

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