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
More Margin articles
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
New margin rules for uncleared derivatives will distort behaviour and increase systemic risk, panellists say
Swap futures have a number of advantages, but OTC instruments will continue to be popular, leading buy-side firms say
Proposals on the margining of uncleared over-the-counter derivatives trades have been revised to dampen the potential liquid impact. But dealers warn the rules are still dangerously pro-cyclical and will lead to huge numbers of disputes. By Matt Cameron...
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.
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