When Independent Amount meets Initial Margin

15 May 2020
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Date submitted
15 May 2020
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White paper
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ISDA’s ‘next generation’ versions of the Reg IM documentation set out three different options for managing the combination of IA and Reg IM, in the ‘margin flow approach’:

Distinct (IM) approach
Greater of (IM/IA) approach
Allocated (IM/IA) approach

Each comes with different levels of system and operational complexity and, crucially, a requirement for different amounts of collateral to be posted.

Alan Sheehan of Calypso Technology explores the three different options.
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