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 […]

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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.

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