Banks claim €300 billion hole in margin study

black-hole

Dealers are calling for a new study of proposed margin rules for uncleared derivatives trades, after it emerged the industry may have significantly understated collateral requirements for the original quantitative impact study (QIS) last year. Banks were asked to estimate initial margin requirements under a proposed new global regime, assuming posting threshold levels of up to €50 million – exposure below the threshold would not need to be collateralised. But many banks applied the threshold to

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: