All content marked as OTC derivatives

  1. Initial Margin & Variation Margin for OTC Derivatives

    11th August 2017 2:28 pm – Service

    Outline In March 2017 Variation Margin (VM) requirements for non-cleared derivatives went live. Counterparts entering into any non-cleared derivative trades with a notional value of $500k+ must agree and exchange VM bi-laterally daily. Initial Margin requirements are a little more complicated with a phased approach to implementation based on the outstanding notional amount of overall […]

    Read more

  2. Bilateral OTC derivatives product design

    26th August 2015 5:24 pm – Case study

    In the context of BCBS/IOSCO framework for margining non-cleared OTC derivatives, our client identified an opportunity to provide a new service to help banks manage bilateral IM and VM call agreement and dispute management.

    Read more