All posts tagged "Margin"
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587InternationalWFE Issues Guidance on CCP Handling of Non-default Losses
At the ten largest CCPs, no CCP has ever allocated a loss to a clearing member related to custody or collateral investment through its rulebook, the guidance makes clear.
June 12, 2020 -
440Big 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 -
574Big PictureCCP Margin Models May Need Fine-tuning: BIS Paper
Some CCP margin models underestimate market volatility because they rely on a short period of historical price movements from tranquil times, the paper says.
May 15, 2020 -
585IndiaSEBI Defers Margin Framework, Halves Broker Turnover Fees
In addition, the filing fees on offer documents for public issues, rights issue and share buybacks have been reduced by 50 percent.
April 28, 2020 -
477Asia-PacificThailand: SET Gets Powers to Respond to Market Disruptions
In a market disruption event, the SET board now has the power to prohibit short selling and algorithmic trading on the spot, among other measures.
April 15, 2020 -
582InternationalIOSCO Redirects Work Programme to Focus on Covid-19 Impacts
IOSCO resources will be redeployed to focus on matters directly impacted by Covid-19, including to examine market-based finance, investment funds and central clearing.
April 9, 2020 -
465India
SEBI Grants Compliance Relief to Fund Managers, Brokers, Issuers
The new measures include relief from mutual fund policy initiatives, penalty provision exemptions for brokers, and various deadline extensions.
March 25, 2020 -
491India
SEBI Imposes New Margin Collection Norms on Brokers
From 1 June, collateral accepted by brokers for margin purposes must be held in a separate demat account created in the depository system, tagged as 'Client Securities Margin Pledge Account'.
February 28, 2020 -
411Capital RegulationJBA Rebuts BCBS Proposal on Sovereign Exposure Disclosures
The JBA said the BCBS should focus on ensuring full, timely and consistent implementation of Basel III reforms, rather than setting "fragmentary voluntary add-ons".
February 19, 2020 -
397India
SEBI 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
