Mandatory clearing and non-cleared swaps moving into a fully-margined environment are starting to weigh on bank P&Ls. With efforts to find operational efficiencies a major focus for all financial institutions, the ability to forecast, understand and optimize margin numbers has never been as important or organizationally far-reaching as it is today. This white paper explores
Mandatory clearing and non-cleared swaps moving into a fully-margined environment are starting to weigh on bank P&Ls. With efforts to find operational efficiencies a major focus for all financial institutions, the ability to forecast, understand and optimize margin numbers has never been as important or organizationally far-reaching as it is today.
This white paper explores the various use cases of CCP initial margin and outlines some of the challenges of accurate, timely margin measurement.