Collateral Requirements for Mandatory Central Clearing of OTC Derivatives

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March 2012
Source: Bank for International Settlements
Daniel Heller Nicholas Vause

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Abstract

A study finds that although the major derivatives dealers have sufficient capital to meet soon to be implemented margin requirements, they may need to increase cash holdings to meet variation margin based on future movement in the derivative contracts.
Topics
Derivatives
    :
  • Other Derivatives Issues
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