All posts tagged "Variation Margin"
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215FeatureLCH Set to Switch Discounting, PAI Rate from SOR to SORA
LCH is switching its discount curves and PAI rate on SGD-denominated cleared swaps from SOR to SORA on 9 August.
August 8, 2021 -
292Capital RegulationStandard-setters Examine Margin Practices of Market Participants
Market participants are invited to complete a survey as part of a review of margining practices in cleared and uncleared markets.
May 9, 2021 -
224Big 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 -
1.0KCapital RegulationRBI Issues Draft Rules on Variation Margin Exchange
The rules are applicable to India-regulated financial firms, IFSC banking units, and FPIs with non-cleared derivatives exceeding 500bn rupees.
September 8, 2020 -
737FeatureSFC 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 -
1.5KCapital Regulation
India 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 -
758Feature
SFC Concludes Consultation on OTC Derivatives Margin Requirements
IM requirements will be phased in for firms with AANA exceeding HK$375bn starting from 1 September 2020, the same date VM requirements take effect.
December 19, 2019 -
1.3KCapital RegulationHKMA Asks Banks to Prepare Systems for Revised Leverage Ratio
Both the revised leverage ratio treatment of client cleared derivatives and the revised disclosure requirements will come into effect in Hong Kong on 1 January 2022, in line with the BCBS timetable.
July 15, 2019 -
2.0KFeatureISDA Calls for Consistency in Implementation of Margin Rules
In order to maximise efficiency, minimise risk and reduce market fragmentation, national regulators must strive for harmonised margin requirements across the globe, ISDA says.
June 18, 2019 -
801Big Picture“Good Progress” On OTC Reform Among G20 Nations – FSB
The FSB found progress in OTC reform implementation on among 24 member jurisdictions, with great strides on trade reporting and higher capital on non-centrally cleared derivatives.
November 21, 2018
