Buy side still prefers bilateral repo despite LCH margin update
New model will cut margin faster after stresses abate, but costs still high for directional trades
Source: risk.net
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Top News In Margin Models Today - Breaking & Trending Today
CME's Span 2 margin model generates systems headaches
Market participants welcome smarter margin requirements, but not the computational workload
Source: risk.net
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
Roll up for the BoE's counterparty mystery tour
Letter warns of cross-currency repo risks, but they didn’t feature in Archegos or LDI blow-ups
Source: risk.net
Why Isda ditched 'off-cycle' updates for Simm
Ad hoc updates riled industry, while regulators pushed for predictability in model recalibrations
Source: risk.net