All posts tagged "Initial Margin"
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343Big PictureHigher Skin-in-the-game Linked to Lower CCP Model Risk
A new BIS paper finds that a higher amount of CCP skin-in-the-game is associated with more careful risk modelling and less frequent margin breaches.
May 27, 2020 -
498FeatureSFC Defers IM Rules, Maintains 1 September for VM Requirements
While variation margin requirements will still take effect from 1 September 2020 as planned, initial margin requirements for non-centrally cleared OTC derivatives will be deferred by one year.
May 8, 2020 -
509EuropeIndustry Bodies Request Margin Exemption Extensions under EMIR
ISDA and other industry associations are asking for equivalence decisions for all jurisdictions that have implemented margin rules in line with the BCBS-IOSCO framework.
May 6, 2020 -
440Australia & NZAPRA Announces New Commencement Dates for Prudential Standards
The new commencement dates relate to initial margin requirements and APRA's prudential standards on information security, credit risk management and related entity exposures.
April 16, 2020 -
530Capital Regulation
BCBS Issues Guidance on Treatment of Loans Under Relief
IFRS 9 should be applied flexibly rather than mechanistically when estimating ECL, and payment moratorium periods can be excluded from the counting of days past due.
April 6, 2020 -
816Capital RegulationBCBS, IOSCO Extend Initial Margin Deadlines by One Year
With the extension, phase 5 implementation will take place on 1 September 2021 and phase 6 implementation on 1 September 2022.
April 5, 2020 -
533FeatureISDA Calls for Delay to Initial Margin Deadlines
Without a delay, smaller entities will almost certainly be shut out of the derivatives market, denying them the ability to manage risk when they need it most, says ISDA chief Scott O'Malia.
March 26, 2020 -
439Capital RegulationISDA Publishes Uncleared Margin Implementation Project Checklist
The checklist is suggested as a resource guide to highlight key implementation considerations for entities expecting to come into scope in September.
February 21, 2020 -
812Capital RegulationIndia to Introduce Netting Legislation, Margin Rules for Derivatives
Prompted by a Budget proposal to introduce netting legislation "soon", the RBI says it will likewise issue directions on the exchange of margin for non-centrally cleared derivatives.
February 11, 2020 -
342IndiaSEBI Prescribes New Margin Framework or Commodity Derivatives
Clearing corporations are asked to categories commodity derivatives as low, medium and high risk, and to set new IM and MPOR floors.
January 28, 2020
