Description

Margin is in the spotlight lately and with good reason. Standards bodies, industry associations and regulators are all calling for greater transparency in margin models to boost the resiliency of the global derivatives markets during times of volatility, as seen in recent years and months.

In this podcast, Rafik Mrabet, Managing Director, Cumulus9, talks to DerivSource about what greater transparency of margin models and processes looks like for market participants – financial institutions and CCPs, and how tools can help all parties move towards the greater goal – a safer market.

Discussion points include:

• Takeaways from recently published industry reports calling for greater margin transparency
• What transparency means for CCPs, Clearing Members and Clients
• Evolution of margin model methodology – SPAN to VaR
• ·Available tools to improve margin transparency today

Go to DerivSource.com for more info on this topic including related reading.

Follow DerivSource on LinkedIn and X . See DerivSource and our Terms of Use for DerivSource.com here