Nasdaq exec criticises VAR models in erratic energy markets
FIA Boca 2023: Model being adopted by rivals is “bad choice” for unpredictable assets, says exchange tech official
Source: risk.net
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Top News In Initial Margin Today - Breaking & Trending Today
Eurex repo haircutting to move to Prisma futures model
Switch will open cross-margining opportunities between repo and futures
Source: risk.net
From the margins: CGBs vie to join the collateral club
Can CGBs emulate US Treasuries as initial margin on cross-border derivatives trades?
Source: risk.net
EU lawmakers converge on centralising Simm validation
Industry cautiously optimistic Council and Parliament will support EBA compromise
Source: risk.net
ECC default fund changes set to cut clearing member contributions
Stress loss over margin designed to ease procyclical behaviour seen during 2022 energy shock
Source: risk.net