CCPs should be more transparent with margin models, say dealers

nuts and bolts

Clearing houses should be more transparent and give full access to the models they use for calculating margin, dealers complain.

While central counterparties (CCPs) active in the over-the-counter derivatives market already outline how their models work – for instance, providing details on the confidence level, look-back period and close-out period used by their value-at-risk models – dealers say they need much more detail to replicate and stress margin requirements, both for their own risk

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

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: