Margin for non-cleared European energy trades to jump 80%
Annual recalibration of Simm could catapult some energy firms over relief thresholds
Source: risk.net
Page 14 - Initial Margin News Today : Breaking News, Live Updates & Top Stories | Vimarsana
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Top News In Initial Margin Today - Breaking & Trending Today
Gilt volatility to live on in IM and capital models
Even if sterling rates vol subsides, it will impact interest rate and cross-currency swap costs for years
Source: risk.net
FICC's government securities unit hit by $995m breach
Large moves in US Treasury yields in June to blame for largest backtesting exception on record
Source: risk.net
Eurex liquidity pool ebbs 39% as required IM rise
Members of the IRS clearing unit saw the largest increase of required margin in Q2
Source: risk.net
Ice Credit's required initial margin up 18% in Q2
CCP reported highest level on record, superseding Covid-19-induced peak
Source: risk.net