All posts tagged "Initial Margin"
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139Big PictureCalls to Recalibrate CCP Margin Models Are Misplaced: WFE
The procyclicality of initial margin models is a property of the system as a whole and so requires system-wide solutions, the WFE says in a new paper.
January 15, 2021 -
165Big PictureCCPs Should Limit Procyclical Changes to Initial Margin: ISDA
Procyclical changes to initial margin levels ended up draining liquidity from the market and contributing to market stress during the March/April market turmoil.
January 12, 2021 -
397Capital RegulationMAS Consults on Operational Risk Capital, Leverage Ratio Requirements
MAS intends to implement the revised standards for operational risk capital and leverage ratio requirements from 1 January 2023.
December 18, 2020 -
Press Release
TriOptima Wins Best Solution in Initial Margin Compliance
TriOptima offers comprehensive solutions providing full support for all aspects of initial margin compliance for financial institutions of any size or class.
December 16, 2020 -
Press Release
ISDA Awarded Outstanding Project for Benchmark Reform Work
ISDA was recognised for its work to implement robust contractual fallbacks for derivatives referencing key IBORs as well as pre-cessation fallbacks for LIBOR over the past two years.
December 15, 2020 -
366IndiaSEBI Issues Risk Management Rules for Negative Commodity Prices
Clearing corporations are directed to ensure their systems are ready to implement the alternate risk management framework by 21 November.
September 24, 2020 -
1.0KAsia-PacificFirms Lagging in Preparations for UMR Compliance: Survey
State Street found that 19% of Phase 5 and 6 firms are fully prepared for UMR compliance. Hedge funds are said to be the least prepared for compliance.
September 19, 2020 -
756Capital RegulationHKMA Published Revised SPM on Non-Cleared OTC Derivatives
Banks currently in scope of the margin requirements and risk mitigation standards have until 1 September 2021 to comply wth the revised supervisory policy manual.
September 15, 2020 -
630Capital Regulation
ISDA Chief Urges Continued Work on Initial Margin Implementation
Phase 5 implementation will be the most demanding phase yet, and firms will need to be ready well in advance to avoid a last-minute compliance bottleneck.
September 9, 2020 -
761Capital RegulationSGX to Offer Free Analytics to Facilitate UMR Preparation
Through a partnership with Cassini Systems, SGX will provide market participants the analysis needed to understand how they can reduce the UMR cost burden.
August 27, 2020
