On December 20, ISDA published the tokenized collateral model provisions for inclusion in ISDA 2016 Credit Support Annexes for Variation Margin (VM) (the “Model Provisions”). The Model Provisions ...
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 ...
FIA has responded to a discussion paper released by international standard setters that sets out eight “effective practices” for streamlining variation margin in centrally cleared markets. The ...
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 Global Markets Advisory Committee (“GMAC”) of the U.S. Commodity Futures Trading Commission (“CFTC”) issued on June 4, 2024, a report on cleared derivatives and recommendations for non-cleared ...
Stricter derivative margin requirements have increased the demand for liquid collateral, but euro area investment funds, which use derivatives extensively, have been reducing their liquid asset ...