Dealers plan standard margin model for WGMR regime

two-toy-soldiers-facing-with-copyspace

Dealers have agreed to draw up a standard model to calculate initial margin under the incoming collateralisation regime for uncleared trades – but the long-running fight over the new rules is not over, banks vow. The plans are detailed in an International Swaps and Derivatives Association memo, dated June 17.

The decision, taken at a meeting on June 5, was not an easy one. Isda has been sharply critical of the margin rules since they were proposed in July 2012 by the Working Group on Margining

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here