European CCPs overhaul futures margin models
Some clearing houses are pushing up margin requirements to address procyclicality concerns - but no change is planned at CME or Eurex
Margin requirements for many European futures and options contracts are being pushed higher by new rules designed to avoid procyclicality – the danger that soaring collateral calls will increase the pain during periods of market stress. Central counterparties (CCPs) including Ice Clear Europe, LCH.Clearnet and Nasdaq OMX Clearing have changed their margin models to comply with the rules, which are
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