Margin costs leap on Simm rejig and rates hikes
Acadia finds roughly one-third jump in exposure following Simm recalibration, with higher funding costs adding to burden
Source: risk.net
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Top News In Margin Models Today - Breaking & Trending Today
The ghost of Archegos returns to haunt Simm
UK regulator’s attack on Simm may have more to do with the failed family office than meets the eye
Source: risk.net
PRA's pot shots threaten Simm's global ubiquity
UK regulator’s push to improve model governance could tip non-cleared derivatives market into chaos
Source: risk.net
Commodities threaten pain for initial margins
Market volatility and spot-based Simm approach may drive large margin spikes in little-tested asset class
Source: risk.net
SwapClear incurs record number of margin breaches
LCH’s interest rate derivatives clearing service reported over 4,000 backtesting exceptions in Q1
Source: risk.net