The Futures Industry Association published an analysis on the evolution of the methodology used by central clearinghouses for the purpose of calculating margin for exchange-traded derivatives.
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ISDA CEO Scott O’Malia reported that ISDA continues to work with global policymakers to improve margining practices that can mitigate the impact of "extreme" volatility.
In a white paper, the FIA reviewed the role of clearing firms (i.e., futures commission merchants, in the United States) in derivatives markets.
SIFMA and SIFMA Asset Management Group urged an 18-month period to implement margin requirements for "covered agency transactions" under FINRA rules.
In comments on FINRA's proposed amendments to rules governing margin on "To Be Announced" and other "Covered Agency Transactions," SIFMA, SIFMA's Asset Management Group and the Bond Dealers of America addressed the cost, competitive impact and implementation timing of the proposal.