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 ...

Lynn Strongin Dodds look at BCBS, BIS and IOSCO’s efforts to bolster the resilience of the centrally cleared ecosystem by putting the lid on CCPs’ initial margin calculations The Basel Committee on ...

In a cash account, all trades must be settled in cash on the settlement date, which occurs two days after the trade date for most securities. A margin account, however, is quite different. If you ...

The European Market Infrastructure Regulation (EMIR) 3 Refit comprises many moving parts. One notable element is a process revision for the validation of the models used to calculate initial margins.

This content is provided by an external author without editing by Finextra. It expresses the views and opinions of the author. This real-world proof-of-concept proves that Fnality can be used to make ...