Variation margin (VM) comes under the microscope in the Bank for International Settlement’s (BIS) Committee on Payments and Market Infrastructures (CPMI) and the International Organisation of ...
As financial markets move towards round-the-clock trading, risk-management infrastructure must be brought into the digital ...
During the March 2020 market turmoil, euro area money-market funds (MMFs) experienced significant outflows, reaching almost 8% of assets under management. This paper investigates whether the ...
(Reuters) -The value of derivative-related margin calls at hedge funds and other market participants nearly tripled after the Trump administration announced larger-than-expected U.S. tariffs this ...
TriOptima is seeing an uptick in interest in its triResolve Margin service as the implementation date of new margin variation rules for non-cleared over-the-counter (OTC) derivatives gets ever closer.
The final phase in an onerous global regulatory initiative that will require more institutional investors to post collateral for their over-the-counter derivatives transactions will go into effect in ...
With just 10 months until China’s variation margin rules for non-cleared derivatives take effect, banks have not yet started work on negotiating new collateral agreements as they await publication of ...
LONDON, Sept 5 (IFR) - Clearing of non-deliverable forwards at LCH's ForexClear set a new monthly record in August as firms flocked to clear contracts ahead of a September 1 deadline that requires all ...