Industry hails potential US relaxation of margin timing rules

Treasury’s proposed shift from T+1 for non-cleared swaps welcomed, but IM calculation comments draw fire

US Treasury moots more time for margin settlement
US Treasury report suggests regulators “allow for more realistic time frames for collecting and posting margin”

A US Treasury proposal to relax collateral timing requirements under new margining rules for non-cleared derivatives would tackle a problem that has forced some entities to flout the rules and in some cases led them to avoid trading with US counterparties, say market participants.

The US rules require covered entities to post and receive collateral the day after a non-cleared over-the-counter derivatives trade is executed, known as T+1. According to one industry association, entities required

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: