It's been a few months since we last updated the CCP chart, and in that time clearing has become mandated in the US. In most

In advance of a longer piece, here's the links to presentations by the various CCPs on how their EMIR segregation models work: Eurex http://www.eurexclearing.com/blob/clearing-en/46816/305764/12/data/eurex_otc_clear_services_july_2013.pdf (page

Bovespa in Brasil have developed an approach to calculating margin which considers portfolio hedges and the timing of close-out to produce a model which more