European CCPs overhaul futures margin models

Tom Osborn
@TomOsborn
28 Jan 2014

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Margin requirements for many European futures and options contracts are being pushed higher by new rules designed to avoid procyclicality – the danger that soaring collateral calls will increase the pain during periods of market stress. Central counterparties (CCPs) including Ice Clear Europe, LCH.Clearnet and Nasdaq OMX Clearing have changed their margin models to comply with the rules, which are part of the European Market Infrastructure Regulation (Emir).

The effect has been felt most keenly

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