Collateral transformation facilities being lined up but are not being used
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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
Regulators suggest WGMR haircut will not apply to variation margin, reducing the threat to the viability of the standard CSA
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.