Catalyst issue guidance on CCP margining
Putting a spotlight on the challenges presented by Initial Margin algorithm changes at SwapClear and Eurex In recent months, both SwapClear and Eurex have indicated that they will overhaul their margining algorithms, posing significant new challenges for all users of OTC derivative CCPs. Catalyst Development Limited, a specialist consultancy with one of the world’s largest and most experienced Clearing, Risk and Regulatory practices, has today issued client guidance to clearing members and buy-side clients on how they should address the challenges posed by these new margining methodologies. via Catalyst issue guidance on CCP margining:. (Look carefully, the PDF is found under the word 'here' as the last word in the intro before the word ENDS).