US regime differs on currency, threshold, eligible collateral and non-financials
New proposal exempts non-financial end-users from margin requirement
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Margin articles
Fed official also tackles repo, non-guaranteed affiliates and access to Sefs
Corporates lag other participants; less than a third collateralising
Margin efficiency will be the main driver of success in the OTC clearing world and while cross-margining with futures has been touted as a potential game changer, the gains from this may be illusory...
CCPs should have complete transparency on risk to prevent margin-related failures
Strong links with trade finance group mean brokerage clients have access to impressive variety of services
SGX head of clearing risk urges greater cooperation among region's regulators
Final rules on margin requirements for non-centrally cleared derivatives are expected within weeks, including a long-awaited exemption for forex swaps and forwards
Netting and optimal execution effects may help other CCPs reduce margin requirements, says NYU maths professor Marco Avellaneda
Lower margin levels for swap futures could drive up risk-weighted assets for dealers, and erode the product's advantage, panellists argue
Regulators want capital and margin rules to encourage central clearing, but analysis suggests costs may currently be higher in the cleared world
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.