Initial margin

Getting Ready for Initial Margin: The Steps to Take (Traditional Chinese)

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Each September until 2020, increasing numbers of entities will be required to meet initial margin regulations as the threshold level for compliance reduces. Preparation for meeting these requirements will take significant time, and will involve intensive work to ensure systems, processes and documentation are in place.

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Getting Ready for Initial Margin: The Steps to Take (Simplified Chinese)

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Each September until 2020, increasing numbers of entities will be required to meet initial margin regulations as the threshold level for compliance reduces. Preparation for meeting these requirements will take significant time, and will involve intensive work to ensure systems, processes and documentation are in place.

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Getting Ready for Initial Margin: The Steps to Take (Simplified Chinese)

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Each September until 2020, increasing numbers of entities will be required to meet initial margin regulations as the threshold level for compliance reduces. Preparation for meeting these requirements will take significant time, and will involve intensive work to ensure systems, processes and documentation are in place.

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ISDA Create – IM

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What is ISDA Create – IM?

ISDA Create is an online solution that will, among other things, allow firms to produce, deliver, negotiate and execute documents and capture, process and store data from such documents completely within the solution, thereby providing users with a complete digital record of such documents/data.

The post ISDA Create – IM appeared first on International Swaps and Derivatives Association.

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The Battle for IM Margin Documentation Automation Moved Forward

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The September 2019 Uncleared Margin deadline (and the 2020 date) will bring many more firms in-scope for exchanging IM. Both ISDA with LinkLaters, A&O with Markit and SmartDX are in the process of launching platforms to dramatically simplify the process of negotiating and implementing the necessary agreements. The A&O platform was announced in April here, we now have a high level description of the ISDA platform in the attached PDF and description below. 

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IM calculation change imminent-ish

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There is mounting pressure to revisit a fundamental aspect of the IM calculation methodology. The BCBS-IOSCO 2015 framework mandates an IM determination based on a 99% VAR over a fixed 10 day liquidation horizon[1]. ISDA have published a paper by Professor Rama Cont, Chair of Mathematical Finance at Imperial College London, which advocates for a […]

The blog post at DRS comments on the paper from the CFTC that fundamentally revisits how risk is measured and managed in the uncleared market. Worth a read, Bill.

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ISDA Partners with Linklaters on Online Margin Document Negotiation Tool

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The International Swaps and Derivatives Association, Inc. (ISDA) has partnered with law firm Linklaters to develop an online tool that will allow firms to electronically negotiate initial margin (IM) documentation. The new platform is being built to help facilitate compliance with regulatory IM requirements as a wider universe of buy- and sell-side firms come into scope of the rules.

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ISDA Partners with Linklaters on Online Margin Document Negotiation Tool

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ISDA Partners with Linklaters on Online Margin Document Negotiation Tool

ISDA has partnered with law firm Linklaters to develop an online tool that will allow firms to electronically negotiate initial margin (IM) documentation. The new platform is being built to help facilitate compliance with regulatory IM requirements as a wider universe of buy- and sell-side firms come into scope of the rules.

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ISDA Partners with Linklaters on Online Margin Document Negotiation Tool

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ISDA Partners with Linklaters on Online Margin Document Negotiation Tool

ISDA has partnered with law firm Linklaters to develop an online tool that will allow firms to electronically negotiate initial margin (IM) documentation. The new platform is being built to help facilitate compliance with regulatory IM requirements as a wider universe of buy- and sell-side firms come into scope of the rules.

Share
Category

Getting Ready for Initial Margin: The Steps to Take

+0

Each September until 2020, increasing numbers of entities will be required to meet initial margin regulations as the threshold level for compliance reduces. Preparation for meeting these requirements will take significant time, and will involve intensive work to ensure systems, processes and documentation are in place.

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Category