White Paper

Emerging initial margin requirements

Company: IBM Business Analytics

IBM Business Analytics  case study

Category: Credit Derivatives

Published: 26 March 2015




Ongoing market uncertainty over the new and evolving margin regime for non-cleared over-the-counter derivatives has drawn many questions from firms, with too few reliable answers. This global survey - conducted by Risk and sponsored by IBM - is one of the first, comprehensive attempts to shed some light on industry preparations and covers issues such as methods for computing initial margin, the increased collateral requirements and restrictions on rehypothecation, and the impacts on collateral operations. Questions focused on how industry practices are evolving under regulatory change, and the responses reveal where market participants are heading

Categories related to Credit Derivatives