CFTC, Treasury officials boost Isda push for IM revamp

Chris Giancarlo - CFTC — Giancarlo: replace 10-day MPOR with tailored approach

Kris Devasabai
26 Apr 2018

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Read all our coverage from the Isda AGM here

A senior US regulator and an official at the US Department of the Treasury have added their weight to a derivatives industry campaign to rethink the way initial margin is calculated for non-cleared swaps.

Rules finalised by US prudential regulators in 2015 require derivatives users to post initial margin on non-cleared trades, calculated using a 99% confidence interval and 10-day liquidation horizon – or margin period of risk (MPOR). Margin for

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 print this content. Please contact [email protected] to find out more.

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

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You already have an account with us*. Sign in below to continue.