All posts tagged "Initial Margin"
-
408Capital RegulationISDA Outlines Key Steps to Initial Margin Compliance
Based on recent BCBS/IOSCO guidance, ISDA estimates that regulatory IM preparation can be deferred for upwards of 70-80% of Phase 5 counterparty relationships.
May 13, 2019 -
339InternationalCFTC Chairman Seeks Formal Guidance on Phase 5 Initial Margin
Chairman Giancarlo seeks regulatory guidance clarifying that entities with calculated initial margin amounts less than $50mn need not make preparations to exchange initial margin.
May 6, 2019 -
438Big PictureSupervisors Should Avoid Fragmenting Clearing Ecosystem – Report
A report from the World Federation of Exchanges and Oliver Wyman urges supervisors to ensure outstanding CCP reforms are implemented in line with agreed principles to avoid fragmentation.
April 8, 2019 -
524Australia & NZ
CFTC Approves Margin Comparability Determination for Australia
Despite some differences between its own rules and Australia’s regime for uncleared swaps margining, the CFTC has determined that the end result is the same.
March 28, 2019 -
400International
ISDA Publishes Full Version of Derivatives Lifecycle Blueprint
The ISDA Common Domain Model for interest rate and credit derivatives has been published, part of a push to standardise global derivatives trading and automate market practices.
March 22, 2019 -
847FeatureBCBS, IOSCO Guidance Offers Some Relief on Margin Requirements
Institutions should start work immediately to ensure readiness for the Phase 5 implementation of margin reform in September 2020, says KPMG's Tom Jenkins.
March 7, 2019 -
556Feature
ISDA Launches Digital Platform to Automate IM Documentation
'ISDA Create – IM' is expected to significantly reduce the time and resources it takes to negotiate margin documentation for participants in non-cleared OTC derivatives markets.
February 7, 2019 -
882Capital RegulationBasel Regulators Consider 2020 Initial Margin Relief
Although it is still unclear which of the proposals will be adopted, the industry sees the data as so compelling that regulators will recognise the need for some form of relief.
January 21, 2019 -
325IndiaSEBI Amends Risk Management Framework for Equity Derivatives
Initial margins must be collected before the next trading day (T+0), but CCPs may allow 2 days after the last margin collection before close-out of equity derivative positions.
December 19, 2018 -
465Capital Regulation
Basel Invites Feedback On Leverage Ratio Reform
The Basel Committee is inviting feedback on the approach to reforming the leverage ratio as it applies to client cleared derivatives.
October 19, 2018
