CME rebuts accusations of procyclical margining
Merc issues white paper touting strong portfolio-level coverage during pandemic, rebuffs calls for higher MPOR
CME Clearing has sought to rebut complaints that its margins were too low in the advent of the coronavirus pandemic last year, and that demands subsequently rose too rapidly as Covid-19’s spread caused a sustained spike in market volatility.
In a soon-to-be-released white paper seen by Risk.net, CME analyses its own performance during the Covid-19 pandemic, offering evidence to support its long
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