Dealers plan standard margin model for WGMR regime

Fight over margin requirements for uncleared trades is not over, banks vow, but Isda will develop a standard model for use under the rules


Dealers have agreed to draw up a standard model to calculate initial margin under the incoming collateralisation regime for uncleared trades – but the long-running fight over the new rules is not over, banks vow. The plans are detailed in an International Swaps and Derivatives Association memo, dated June 17.

The decision, taken at a meeting on June 5, was not an easy one. Isda has been sharply critical of the margin rules since they were proposed in July 2012 by the Working Group on Margining

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