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Non-cash collateral jump spurs tri-party VM expansion

BNY, Euroclear and JPM extend collateral platforms to variation margin as bonds and equities gain traction

Three cogs of increasing size against a backdrop of sunrise over distant mountains

Growing use of non-cash collateral is whipping up interest in the use of tri-party structures – which are typically associated with initial margin posting – for meeting variation margin payments.

“We’ve having more and more conversations with clients on the buy-side about tri-party and we’re having conversations across initial margin and variation margin,” says Eileen Herlihy, global head of sales

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