LCH Ltd's RepoClear margin model gets a makeover
Changes aim to make margin models for gilt repo more sensitive to market moves
Source: risk.net
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Top News In Margin Models Today - Breaking & Trending Today
After coronavirus rout, concerns raised about Simm
Annual recalibration means March volatility will not be reflected in margin until end-2021
Source: risk.net
Simm's first off-cycle rejig hits non-cleared rates
Recalibration lifts initial margin for some products by 37% after year-end volatility forces update
Source: risk.net
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
$899m margin breach at FICC's mortgage unit
Three-day move in TBA prices on June 9 triggered second-highest backtesting deficiency to date
Source: risk.net