Ill-considered futures trade claims first victim of tighter post-Qingdao financing climate
Collateral transformation facilities being lined up but are not being used
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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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
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.