The Road Ahead for Non-Cleared Derivatives – Vol 1, Issue 1: April 2015

In this issue of IQ, we focus on the new margin regime in three feature articles. In the first, we consider just how much of the derivatives market will be affected by the non-cleared margin rules. In the second, we review the WGMR requirements and the efforts to translate those into binding national rules. The third article outlines ISDA’s WGMR implementation efforts and its work to develop a standard initial margin model.

Documents (1) for The Road Ahead for Non-Cleared Derivatives – Vol 1, Issue 1: April 2015

A Positive Step to Improve the FRTB in the EU

As the Basel III capital reforms are finalized for implementation in key jurisdictions, ISDA is maintaining a laser focus on making sure the rules are robust and risk-appropriate. Simply put, if capital requirements are set disproportionately high, this will have...