Initial margin
CFTC relief caps day of swaps margin mayhem
Banks unable to face up to 50% of counterparties due to custodian bottlenecks
Non-cleared margin rules put spotlight on Blazer market hub
Trade and model mismatches will be key tests for vital margin call service
Banks prepare for bumpy ride as margin deadline looms
Banks and funds may have limited set of counterparties on September 1
CVA models may miss half of true default risk
Benefits of initial margin also overstated, new research finds
BoE researchers outline risk of collateral collapse
In stress periods, collateral chains could break, paper warns
EU non-cleared margin rules tipped for February
Regime likely to begin earlier than mid-2017, say regulatory sources
US-European rift deepens on leverage ratio
FDIC rebuffs European calls to allow netting of client clearing margin in leverage exposure measure
Dealers wake up to MVA impact of new funding rules
NSFR will force dealers to term-fund initial margin at a time when margin volumes are climbing
Time to gear up for MVA
Banks must be prepared for the looming rise of non-cleared margin requirements
Non-cleared market is changing – not dying
Non-cleared swaps market faces challenges, but it is adapting, writes Isda’s Scott O’Malia
MVA transfer pricing
Wujiang Lou extends liability-side pricing theory to initial margin
US regulators favour September margin deadline
September 1 roll-out would threaten bilateral swap trading chasm between EU and US
Delay US non-cleared margin rules, industry tells Congress
“This puts the US banks at a huge disadvantage relative to the European banks,” says CME’s Duffy
Europe set to delay variation margin regime
Delay to initial margin deadline likely to be accompanied by smaller shift in variation margin timetable
NetOTC shelves swaps margining service
Start-up winding down after bilateral margining rules clashed with its exposure-pooling solution
Three months left: dealers fret over slow start to Simm tests
Banks "still working like mad" in race to implement standard margin model
Strength turns to weakness for old OTC market
Non-cleared notional falls $36 trillion as costs and complexity grow
Basel plans would weaken leverage ratio
Adoption of 'risk-sensitive' SA-CCR will allow more leverage, argues FDIC vice-chair
Industry calls for US Simm model approval guidance
Isda AGM: US banks in the dark over uncleared initial margin model approvals
Basel Committee to amend leverage ratio calculation
CEM to be ditched, but regulators still considering treatment of client margin
Questions remain after final EU uncleared margin rules
Industry gives a positive welcome, but the treatment of non-netting jurisdictions is still uncertain
Smaller firms get boost on timing for non-cleared margin
Counterparties will be able to offset extra collateral calls, says source close to EBA
Crying wolf on CVA?
Standardised approach will hit corporates – but it's not clear that capital will jump
Eurex margin flaws claimed in Swedish bank collapse case
CCP failed to properly capture vega, strike and wing risk, expert report claims