CME delays Span 2 rollout till at least mid-2022
FCMs ask bourse to postpone long-planned switch to new VAR model to allow more time for testing
Source: risk.net
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UMR efficiency: optimising systems and processes for IM compliance
UMR are among the biggest collateral management issues faced by investors in over-the-counter (OTC) derivatives. At a specially convened session sponsored by
Source: risk.net
FICC calls for rehypothecation relief to scale US Treasuries clearing
Current prohibition on margin re-use penalises sponsored clearing of cash instruments
Source: risk.net
CME targets year-end rollout of new margin model
Clearing house testing new Span 2 framework with members, more work needed with vendors
Source: risk.net
At LCH Ltd, IM levels edged lower in Q3
Risk.net Print this page The amount of initial margin (IM) held across LCH’s London-based central counterparty (CCP) fell slightly over Q3, having hit record highs at end-June. Collateral held across the company’s four clearing funds remained elevated relative to pre-Covid levels. IM held against interest rate swap (IRS) contracts amounted to £154.4 billion ($210.1 billion) at end-September, down 4% on three months prior. That held against equities dropped more abruptly, by 10% to £2.7 billion. IM for over-the-counter Only users who have a paid subscription or are part o...
Source: risk.net