ISDA expresses a good analysis of margin on non-cleared portfolios

Responses to the consultation paper on how to margin non-cleared OTC trades were due in recently. Measures proposed include a stressed scenario approach to IM with a 10 day holding
October 2, 2012 - Editor
Category: Collateral Management

Responses to the consultation paper on how to margin non-cleared OTC trades were due in recently. Measures proposed include a stressed scenario approach to IM with a 10 day holding period, and two way exchange of those amounts. ISDA explain the implications of this proposal and their views, click here to read.

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