A key risk-management tool in the complex world of derivatives margin trading is variation margin. Variation margin is used to fully collateralize derivative contracts and ensure the stability of 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.
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 ...
This paper presents a new method, design for inspection (DFI) to characterize overlay. Using design-assisted voltage contrast measurement, the method enables in-line test and monitoring of process ...
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 ...
Derivatives such as sold options and forward contracts are credit instruments that may experience a loss during their lifetime. Banks and money service providers often require margin accounts to ...
Initial margin collected by phase one firms for their non-cleared derivatives totalled $173.2 billion, an increase of 10% compared to year-end 2018. Over $1 trillion in collateral was collected from ...