InteDelta: Non-centrally cleared OTC derivatives margin survey results

New regulations governing the margining of non-centrally cleared OTC derivatives are rapidly being developed.

Over the period April to June 2014, InteDelta undertook a global survey of derivatives market participants in order to assess expected market impact and how the road to compliance is being navigated.

The survey findings, accompanied by a commentary from InteDelta, have now been published. The main contents of the paper are as follows:

Impact of the regulations
Expected materiality of future bilateral OTC derivatives business
Which firms will be impacted?
Overall impact to systems, processes, policies and documentation
Organisational impact
Implementation progress made
Focus Topics
Initial Margin models
Haircut models

The report can be accessed here. We recommend reading this alongside our recent article, “New reports and articles on collateral for non-cleared derivatives; what are they saying? (Premium content)

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