Margin

ISDA Publishes New Academic Paper on Margin Requirements for Non-cleared Derivatives Market

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ISDA has published a new academic paper that analyzes the regulatory initial margin framework for the non-cleared derivatives market. The academic paper, sponsored by ISDA, was written by Rama Cont, Chair of Mathematical Finance at Imperial College London.

The paper examines the rationale for the 10-day liquidity horizon applied under the initial margin rules for non-cleared trades, and assesses whether it is appropriate. The 10-day period is double the five days set for cleared trades.

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ISDA Publishes New Academic Paper on Margin Requirements for Non-cleared Derivatives Market

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ISDA has published a new academic paper that analyzes the regulatory initial margin framework for the non-cleared derivatives market. The academic paper, sponsored by ISDA, was written by Rama Cont, Chair of Mathematical Finance at Imperial College London.

The paper examines the rationale for the 10-day liquidity horizon applied under the initial margin rules for non-cleared trades, and assesses whether it is appropriate. The 10-day period is double the five days set for cleared trades.

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Initial Margin for Non-Cleared Derivatives Rises by 22%, ISDA Margin Survey Finds

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ISDA has published its latest Margin Survey, which shows a strong increase in the amount of initial margin (IM) held by the largest 20 market participants for their non-cleared derivatives trades.

According to the latest survey, IM collected by the top 20 firms increased by 22% to $130.6 billion at the end of 2017, compared with $107.1 billion at the end of March 2017. Variation margin (VM) collected by those 20 participants for their non-cleared trades also expanded, rising from $870.4 billion at the end of March 2017 to $893.7 billion at year-end 2017.

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Initial Margin for Non-Cleared Derivatives Rises by 22%, ISDA Margin Survey Finds

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ISDA has published its latest Margin Survey, which shows a strong increase in the amount of initial margin (IM) held by the largest 20 market participants for their non-cleared derivatives trades.

According to the latest survey, IM collected by the top 20 firms increased by 22% to $130.6 billion at the end of 2017, compared with $107.1 billion at the end of March 2017. Variation margin (VM) collected by those 20 participants for their non-cleared trades also expanded, rising from $870.4 billion at the end of March 2017 to $893.7 billion at year-end 2017.

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ISDA Margin Survey Full Year 2017

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The ISDA Margin Survey considers 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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ISDA Margin Survey Full Year 2017

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The ISDA Margin Survey considers 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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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.

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ISDA Future of Derivatives Survey

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The ISDA Future of Derivatives Survey considers the issues facing the industry, in order to gauge how the derivatives market will develop and evolve. While the survey shows that participants are largely optimistic about the future of the derivatives market, several key challenges are likely to focus industry attention and resources, including ongoing regulatory compliance, the rollout of regulatory initial margin requirements, Brexit and benchmark reform.

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ISDA Future of Derivatives Survey

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The ISDA Future of Derivatives Survey considers the issues facing the industry, in order to gauge how the derivatives market will develop and evolve. While the survey shows that participants are largely optimistic about the future of the derivatives market, several key challenges are likely to focus industry attention and resources, including ongoing regulatory compliance, the rollout of regulatory initial margin requirements, Brexit and benchmark reform.

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