CCP losses, holdco wars and equity derivatives margin

The week on Risk.net, March 24-29, 2018

7 days montage 280318

A floored plan: Europe’s CCP recovery rules draw fire

CCPs and clearing members both unhappy with proposed allocation of non-default losses

Holdco wars: Asia may retaliate against EU plan

European holding company requirements for foreign banks threaten tit-for-tat response

Equity derivatives now biggest consumer of initial margin

Fragmented product set is 1.3% of OTC notional but attracts more margin than rates and forex

 

COMMENTARY: CCP losses – the arguments go on

The European

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