Initial margin

Calculating Phase-Five AANA for US Regulations

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The phase-five initial margin (IM) calculation period in the US is June-August 2019, and not March-May 2020 as in other jurisdictions. The US non-cleared margin regulations require an earlier calculation period than other jurisdictions to determine whether a party is in-scope for initial margin.

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Upcoming Conference on Phase 4, Phase 5 and the Future of Initial Margin (IM) Documentation

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ISDA Symposium®
Phase 4, Phase 5 and the Future of Initial Margin (IM) Documentation
IM Requirements, ISDA Documents & Streamlined IM Negotiation

Wednesday, June 12, 2019

New York

8:15 AM  |  Registration and Continental Breakfast

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IM Phase 5 Delay on the Horizon?

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Risk Magazine is reporting today about the keynote speech given by Patrick Pearson (Head of the Financial Market Infrastructure and Derivatives unit at the European Commission) at the OpRisk Europe conference in London earlier today.  He is reported to have hinted that a delay in the implementation of the final

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EU Japan Billet Doux

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Marriage is on the decline in Japan it seems, bucking that particular trend, and as a prelude to the EU-Japan summit, the European Commission decided on the 25 April that Japanese Financial Services Agency (JFSA) rules are equivalent in respect of uncleared transactions. The decision concludes that JFSA rules on the exchange of margin and […]

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ISDA AGM 2019: Eric Litvack Chairman Remarks

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ISDA AGM Hong Kong 2019

April 11, 2019, 9.00am-9.15am

 Eric Litvack – Chairman’s Remarks

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Top 20 Firms Collected Nearly $160 Billion in Initial Margin at Year-End 2018, Survey Finds

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ISDA has published its latest margin survey, which shows the amount of initial margin (IM) collected by the 20 largest market participants for their non-cleared derivatives trades continued to rise in 2018.

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ISDA Margin Survey Year-End 2018

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The ISDA Margin Survey looks at the impact of regulatory and other changes on collateral practices, and analyzes the amount and type of initial margin (IM) and variation margin (VM) posted for non-cleared derivatives, and the IM posted for cleared transactions.

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