The margin requirements calculated for derivatives will be based on the fixed beginning-of-day margin parameters.
May 14, 202215 out of 24 FSB member jurisdictions have implemented higher capital requirements for non-centrally cleared derivatives, compared to just 8 in 2020.
December 6, 2021New rules that require investors to have 50 percent of their margins in cash to trade in futures and options have been deferred to 28 February.
November 25, 2021In a new bulletin, HKEX offers guidance on compliance with LOP reporting, client margin and block trade order execution requirements.
September 3, 2021Indonesia needs to address legal uncertainties relating to netting for derivatives transactions in bankruptcy to facilitate central clearing and margin requirements.
March 2, 2021In a new paper, DTCC outlines plans to modernise post-trade processes and facilitate an industry-wide shift to T+1 settlement in the equities market.
February 26, 2021The 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, 2021Procyclical 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, 2021The pandemic raised questions of whether the flexibility provided in the Basel framework is actually used by FIs, for example in the case of bank capital and liquidity buffers.
November 16, 2020Most member jurisdictions have final rules in place for Basel III standards, though some are yet to come into force. China has progressed on TLAC rules.
November 4, 2020