Cash has long dominated variation margin (VM) for uncleared derivatives, but that dominance is being tested. Rising funding costs, regulatory pressures and repeated episodes of market stress are ...

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.

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 ...

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 ...

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 ...