Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – in other words, those that allow counterparties to post collateral in multiple currencies and assets...
US mortgage giant says segregating variation margin will hurt FHFA- and FCA-regulated entities, and create new funding obligations for swap dealers
BIS weighs in on CCP central bank liquidity access debate
More Variation margin articles
The margin on a contract whose value varies in line with levels of volatility in the market. The higher the fluctuations in daily prices, the higher the variation margin. Variation margin arises from exchange-traded deals as well as bilateral deals and...
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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