Financial firms are increasingly open to using a wider variety of collateral when posting variation margin on uncleared derivatives. But concerns, including ...

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 ...

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 ...

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.

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 ...

European energy markets are no stranger to volatility. Recent surges in both electricity and gas prices have substantially driven up collateral requirements and created a margin funding crisis for ...

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 ...