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Tuesday, September 3, 2013

Margin Requirements for Non-Centrally Cleared Derivatives Issued

The Basel Committee and the International Organization of Securities Commissions (IOSCO) issued a final policy framework for margin requirements for non-centrally cleared derivatives.

From the press release:
Under these globally agreed standards, all financial firms and systemically important non-financial entities that engage in non-centrally cleared derivatives will have to exchange initial and variation margin commensurate with the counterparty risks arising from such transactions. The framework has been designed to reduce systemic risks related to over-the-counter (OTC) derivatives markets, as well as to provide firms with appropriate incentives for central clearing while managing the overall liquidity impact of the requirements.
Read more.
Read the report.

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