ISDA Webcast: Preparing for WGMR Implementation
A large proportion of derivatives users will soon be required to post margin on non-cleared... Read more ISDA Webcast: Preparing for WGMR Implementation
Tag: Capital
Standard Initial Margin Model for Non-Cleared Derivatives: White Paper and Appendix
A whitepaper discussing the SIMM for non-cleared derivatives was published by ISDA in December 2013.... Read more Standard Initial Margin Model for Non-Cleared Derivatives: White Paper and Appendix
Documents (1) for Standard Initial Margin Model for Non-Cleared Derivatives: White Paper and Appendix
A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios
The Basel Committee permits firms to use a variety of methods to calculate regulatory capital... Read more A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios
Documents (1) for A Note on the Impossibility of Correctly Calibrating the Current Exposure Method for Large OTC Derivatives Portfolios
The Importance of Close-Out Netting
Close-out netting has reduced over-the-counter derivatives credit exposure by over 85%. Without the benefits of... Read more The Importance of Close-Out Netting