Dollar bias of US uncleared margin rules will impact swap pricing
Collateral transformation facilities being lined up but are not being used
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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 Variation margin articles
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
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
As interest rates rise, big fixed-rate receivers such as pension funds will all slide out-of-the-money at the same time, potentially triggering huge margin calls. Some are already trying to soften t...
Asifma head Austen wants exclusion of initial margin from Asian jurisdictions’ derivatives market regulation
Regulators suggest WGMR haircut will not apply to variation margin, reducing the threat to the viability of the standard CSA
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.