Regulators review margin rates for CDS

Market analysis: CDS margining

credit-market-analysis

Credit default swaps, and over-the-counter derivatives more generally, have been a focal point of regulatory initiatives worldwide in the past couple of years, as policymakers attempt to enhance systemic stability while preserving the economic benefits of the instruments.

A central element of these initiatives is reviewing margin requirements and clearing of CDS contracts through central counterparty clearing houses (CCPs).

Aside from calibrating margin rates, policymakers must grapple with the

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 indvidual account here: