Page 3 - Variation Margin News Today

Isda AGM: Margins spiked following Russia’s invasion; BoE planning procyclicality consultation

Bourse could move to end permitted netting of IM and VM calls, says Chamberlain

German move to backstop margins with liquidity facility welcomed by energy producers – but others say it’s unnecessary

Price volatility in energy markets behind the largest cash call on record by the CCP

Neil Murphy, business manager, TriOptima, at OSTTRA explores how automation can increase efficiency and maximise time savings across margin activities,

Strict collateral reuse guidelines may restrict popular investment vehicles’ hedging capabilities

CCP’s skin in the game fell slightly in Q4, making up 1.8% of the prefunded total

With Ingvar Sigurjonsson, State Street, and Marc Knaap, Cassini Systems.

The CCP revised its estimate of the worst-case payment obligation that would have to be met should one of its participants collapse

The cash call was 141% larger than the previous quarter