New report calls for debt offices to weigh the pros and cons of two-way collateral and clearing
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Margin articles
HK margin rules on uncleared swaps should include exemptions, say market participants
Pushed to the margins
The cross-product margining maze
Keeping the lid on
Follow the leader?
Regulators should be wary about applying financial market regulation to all end-users, warn panellists
Dealers say they won’t join clearing houses that are not robust – and have already blackballed one central counterparty. As a result, the initial margin methodologies employed by the big rates c...
Systemic risk committee at the Bank of England calls for power to use tools - such as liquidity and leverage ratios, and margin standards - to influence systemic risk
Dealers say CCPs need to be more transparent about how they calculate margin – including making their models fully accessible
More than half of respondents expect regulators to back down over extraterritoriality application of margin rules
Trust, but verify
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.