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Don't impose blanket margin model rules, say BoE advisers

Published: February 11, 2022

Focus instead on outcomes and costs and factor in different clearing membership, say Murphy and Vause

Source: risk.net

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Nicholas VauseDavid MurphyBank Of England BoeEuropean Securities And Markets Authority EsmaBasel Committee On Banking Supervision BcbsInternational Organization Of Securities Commissions IoscoOmmittee On Payments And Market Infrastructure Cpmi Cme GroupIce Clear EuropeOptions Clearing Corporation OccLondon School Of Economics LseMargin ModelsForeign ExchangeInitial MarginLearing MembersUropean Market Infrastructure Regulation Emir Risk Management