ISDA releases analysis of initial margin for non-cleared derivatives

Initial Margin For Non-Centrally Cleared Swaps: Understanding the Systemic Implications

ISDA has released a PowerPoint analysis of initial margin (IM) requirements for non-centrally cleared OTC derivatives under current regulatory proposals. The IM analysis is based upon data submitted by member firms to the Basel Committee on Banking Supervision (BCBS) and the International Organization of Securities Commissions (IOSCO) joint Working Group on Margining Requirements (WGMR), as part of the WGMR’s Quantitative Impact Study (QIS).

The presentation is available here.

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