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Industry urges focus on initial margin instead of intraday VM

CPMI-Iosco says scheduled variation margin is better than ad hoc calls by clearing houses

International organization of securities commissions cpmi ioscoBasel committee on paymentsBasel committeeMarket infrastructureInternational organizationSecurities commissionsCommittee on payments and market infrastructures cpmiInternational organization of securities commissions ioscoInvestment company instituteLearing membersInitial marginMargin callMargin modelsVariation marginOney market funds mmfsRisk management

Buy side would welcome more guidance on managing margin calls

FSB report calls for regulators to review existing standards for non-bank liquidity management

Financial stability boardFinancial stability board fsbInternational organization of securities commissions ioscoNorth americaLearing membersHedge fundsInitial marginLiability driven investment ldiMargin callMargin modelsPension fundsStress testingRisk management

US FCMs far apart on target residual interest levels

Dealers diverge widely in how much capital they deem necessary to cover customer fund shortfalls

Commodity futures trading commissionRisk quantumCredit suisseJp morganMorgan stanleyBank of americaBnp paribasWells fargoRoyal bank of canada rbcSociete generaleGoldman sachsCommodity futures trading commission cftcNited states usNorth americaFutures commission merchant fcmLearing members

In a world of uncleared margin rules, Isda Simm adapts and evolves

A look back at progress and challenges one year on from UMR and Phase 6 implementation

Basel committee on banking supervisionInternational organization of securitiesInternational swapsBasel committeeBanking supervisionInternational organizationSecurities commissionsInitial marginIsda simmArgin efficiencyMargin modelsNon cleared tradesBilateral tradeInterest rate derivativesNterest rate swapsPortfolio optimisation

At HSBC, a dynamic margin model takes shape

New paper shows how creditworthiness and concentrations can be reflected into margin requirements

New yorkUnited statesWujiang louJan rosenzweigArchegos capital managementCutting edgePine treeMargin modelsEquity derivativesEquity long shortEquity risk managementPrime brokerageSur take

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