Eurex CRO: market meltdown will mean margins stay higher

Record breaches at global exchanges fuelling pressure to keep rates permanently higher, says risk chief

Deutsche Borse cross currency

The volatility unleashed by the coronavirus selloff in March that triggered an unprecedented number of margin shortfalls across futures and options markets around the world will likely lead to margin requirements being set permanently higher, according to the chief risk officer of the world’s largest futures clearer.

“There should be a discussion on how high base margins and floors should be,” says Dmitrij Senko, the CRO of Eurex Clearing, in a forthcoming interview with Risk.net. “For sure, I

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Calibrating interest rate curves for a new era

Dmitry Pugachevsky, director of research at Quantifi, explores why building an accurate and robust interest rate curve has considerable implications for a broad range of financial operations – from setting benchmark rates to managing risk – and hinges on…

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