ISDA plans margin-calculation model for uncleared trades

06/21/2013 | Risk.net (subscription required)

A new ISDA committee is poised to develop a standard model for calculating initial margin for uncleared trades under an upcoming collateralization system. However, concerns remain about margin requirements for such trades. ISDA "will continue its advocacy on the systemic implications of mandated initial margin," according to a memo from the group.

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