The base component of the margin requirement for each account is obtained from the risk measure known as 99% Expected Shortfall. That is to say, the account has ...

And, an eligible participant may not establish or maintain positions in unlisted derivatives unless minimum equity of at least five million dollars, aggregated ...

11 июн. 2024 г. · The Options Clearing Corporation (OCC) is planning to implement new margin requirements in a third phase of an initiative aimed at ...

1 июл. 2020 г. · If the aggregate initial margin amount exceeds the 15 percent limit, a covered bank is required to collect initial margin from its affiliates on ...

Portfolio margining is a margin methodology that sets margin requirements for an account based on the greatest projected net loss of all positions in an ...

12 авг. 2024 г. · See OCC Rule 609(a) (“[OCC] may require the deposit of additional margin (`intra-day margin') by any Clearing Member in any account at any time ...

5 сент. 2024 г. · FIA has responded to the Options Clearing Corporation's proposed rule change that introduces a margin add-on charge aimed at mitigating risks from intraday and ...

This part establishes minimum capital and margin requirements for each covered swap entity subject to this part with respect to all non-cleared swaps and non- ...

OCC clearing members can simulate margin requirements based on real-time market conditions and up-to-the-second position and collateral information.

18 июн. 2024 г. · OCC proposes intraday margin requirement for clearing firms · Too restrictive measures can hurt trading volume, says Kinahan.