Margin
Forex prime brokerage fee jump unlikely, say dealers
HSBC and NatWest say client charges unlikely to rise significantly despite new margin costs
At FICC, 20 margin breaches in Q1
The clearing house posted 157 margin breaches for the 12-month period ending in March
Outsourcers, IM delay and machine learning
The week on Risk.net, May 25–31, 2019
RJ O’Brien’s chief risk officer on margin models and clearing
CME’s looming switch to VAR model will have pronounced effect on broker and its clients, says Brad Giemza
Talk of delaying IM ‘big bang’ sparks backlash
EC official's recent comments may hamper compliance preparations, dealers say
Initial margin ‘big bang’ could be deferred, says EC’s Pearson
Senior EC official says smaller firms “really struggling” to comply with margin rules
Born again: Citi’s forex prime brokerage
After a $180 million gut-punch, the apex brokerage is now evangelising to amused rivals about the perils of mispricing
SEC may allow wider cross-margining of single-name CDS
Banks want to cross-margin single-name CDS against options, indexes and cash products
Making technology count in a C/ETRM world
As businesses grow, so does their need for modern, agile and cost-effective commodity/energy trading risk management (C/ETRM) solutions. Pioneer Solutions explores how its next-generation, highly configurable C/ETRM systems take advantage of the latest…
HSBC led EU G-Sibs on collateralisation in 2018
UK bank posted €908 billion for derivatives and SFTs as of year-end
Eurex cross-currency swap clearing faces continued delays
Clearing house eyes June release; dealers voice concerns over liquidity and margining
Podcast: Kaminski on lessons from commodity market defaults
Professor Vince Kaminski analyses Nasdaq and PJM defaults
HKEX clearing head talks margin and auctions post-Nasdaq
CCPs have work to do to restore confidence in clearing, but Roland Chai has a plan
At Ice Clear Europe, 84 margin breaches in 2018
Clearing house posted just nine breaches in 2017
CME had top margin breach of $138 million in 2018
Margin shortfall triggered by "extreme volatility" in natural gas markets
LCH ForexClear posts two margin breaches in Q4 2018
Second-largest breach since public disclosure began was $17.8 million in size
CFTC paves way for no-deal Brexit swaps transfers
Affiliate transfers would not trigger US margin rules if UK crashes out of EU without a deal
Dealers seek clarity on buy-side IM relief
Hundreds of buy-side firms may still need to calculate margin and get models approved
Nasdaq auction failure ignites anti-clearing backlash
CCP members wary of illiquid risks
Collateral management in an uncertain world
As margin reform spreads its net across the over-the-counter derivatives world, capital markets firms will need to manage an increasing volume of collateral amid changing regulation and uncertain market conditions. This white paper assesses the scale of…
Brexit novations ‘on hold’ to gain reg relief
Conditional relief would subject early swaps movers to clearing and margin rules
triCalculate and Jon Gregory discuss the current state of play for XVA
An excerpt from a discussion between triCalculate's co-CEO, Martin Engblom, and XVA (valuation adjustment) expert Jon Gregory in which they discuss the current state of play for XVA. Our experts provide professional insight on topics such as credit…
Hope fading for margin threshold hike
Smaller buy-side firms could still escape compliance burden via expected regulatory guidance
Citi grows US swaps margin share in 2018
Citi remains the largest FCM, with a 27.5% share of total required client margin