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Risk Mitigation Margin Requirements

White & Case LLP

CCPs, Cleared Derivatives and Coronavirus

White & Case LLP on

The risk management frameworks, systems and margin models of Central Counterparties (CCPs) across the globe have been tested by huge swings in market volatility over recent months during the current pandemic. Their models and...more

A&O Shearman

International Securities and Derivatives Association Publishes Guide on Cross-Border Application of Margin Rules

A&O Shearman on

The International Securities and Derivatives Association has published a guide on the cross-border application of margin rules established under the U.S., EU and Japanese regimes for uncleared derivatives. While most...more

A&O Shearman

European Systemic Risk Board Recommends Options for Addressing Procyclicality in Derivatives Markets and Securities Financing...

A&O Shearman on

The European Systemic Risk Board has published a report on mitigating the procyclicality of margins and haircuts in derivatives markets and securities financing transactions. The report assesses the systemic risks arising...more

Orrick, Herrington & Sutcliffe LLP

Orrick's Financial Industry Week In Review

CFTC Comparability Determination on EU Margin Requirements and a Common Approach on Trading Venues - On October 13, 2017, the U.S. Commodity Futures Trading Commission ("CFTC") announced determinations by the CFTC and the...more

Katten Muchin Rosenman LLP

Draft RTS on Risk-Mitigation Procedures for OTC Derivatives Not Cleared by CCPs Published by EU Supervisory Authorities

On March 8, the European Supervisory Authorities (which includes the European Banking Authority (EBA), the European Insurance and Occupational Pensions Authority and the European Securities and Markets Authority) published...more

Stinson - Corporate & Securities Law Blog

Banking Regulators Adopt End-User Exemption for Swap Margin Requirements

New Margin Requirements - The Board of Directors of the Federal Deposit Insurance Corporation approved a final rule to establish margin requirements for swaps that are not cleared through a clearinghouse. This action is...more

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