Correlation Breakdowns, Spread Positions, and CCP Margin Model
Correlation Breakdowns, Spread Positions, and CCP Margin Models
Correlation Breakdowns, Spread Positions, and CCP Margin Model
Correlation Breakdowns, Spread Positions, and CCP Margin Models
IOSCO
Uncleared Margin Rules
EACH takes note of the work on uncleared margin rules and calls for its efficient implementation
European Parliament
CCPs Recovery & Resolution
EACH welcomes the European Parliament’s vote on CCP Recovery and Resolution and warns about unsubstantiated capital increase proposal.