Lower threshold in US proposals would catch more medium-sized banks
Dramatic growth in required swaps collateral at Swiss FCM
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Initial margin articles
Sponsored survey analysis: IBM
New regime will "make the world safe for banks, but not safe from banks"
European regulators confirm haircut will apply to both initial and variation margin
Future crisis could see non-cleared swap margin double, says Goldman exec
Industry would struggle to hedge risk following a dealer default, says Goldman's Frankel
Approach would be twice as efficient as planned uncleared margin regime, dealers claim
New equity options on two exchanges
Hedge fund clients of Barclays can use the bank's own margin calculator to construct their portfolios - while the bank uses it to manage net counterparty exposures. Both sides benefit
Asifma head Austen wants exclusion of initial margin from Asian jurisdictions’ derivatives market regulation
US CCPs may need committed funding to count US Treasury collateral as liquid
Banks tout 'tremendous' capital savings as Bank of America, Barclays, Citi and other swap dealers start using illiquid assets as initial margin
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.