Page 34 - Initial Margin News Today : Breaking News, Live Updates & Top Stories | Vimarsana

<p><span>New shares will be accepted to margin trading starting from May 4, 2021. From this date on, risk parameters will be applied according to the table below.</span></p>

Simm template to be expanded for SA-CCR and FRTB Crif-plus will capture risk exposures for all instruments, boosting optimisation potential Print this page   The standard industry template used to calculate margin requirements for non-cleared trades is being extended to a wider range of instruments in a bid to improve portfolio optimisation under incoming counterparty credit and market risk frameworks. The International Swaps and Derivatives Association is working with core users of its standard initial margin model, or Simm, to create a beefed-up version of the common risk inte...

Non-cleared margin logjam looms after squandered delay Fewer than half of phase five firms have submitted documentation necessary to open custody accounts Print this page   Buy-side firms could struggle to meet the already delayed deadline for complying with the fifth wave of the non-cleared margin rules after many of them wasted a 12-month extension granted by regulators in response to the Covid-19 pandemic.  Firms with more than €50 billion equivalent in average aggregate notional amount (AANA) of over-the-counter derivatives will be required to start exchanging initial marg...

Print this page   The once monopolistic market for portfolio optimisation is entering a fresh era of competition and investment, as a new leverage regime nudges dealers to adopt next-gen rebalancing services in place of traditional rates compression. In January, Quantile Technologies – one of the earliest rivals to first-mover TriOptima in rates compression – secured a $51 million investment from US private equity firm, Spectrum Equity. The same month, IHS Markit pumped $113 million into a new joint venture with Only users who have a paid subscription or are part of a corpora...

Buy-side physical FX clearing at LCH faces scepticism Lack of clearing mandate and settlement wrangles mean demand for putative service remains weak Print this page   The onward march of central clearing in financial markets has hit an obstacle. A move by the world’s largest clearing house to encourage asset managers and hedge funds to clear deliverable foreign exchange trades is foundering, market participants say. Questions have been raised over the costs to clients and banks from this type of clearing, as well as access to foreign currency for settlement. The lack of a regul...