Dominic O'Kane: This report provides a detailed overview and analysis of the forthcoming new framework to be used by large financial institutions to determine initial margin (IM) and variation margin (VM) payments when trading non-cleared over-the-counter (OTC) derivatives.
Dominic O'KaneAffiliate Professor of Finance, EDHEC Business School
|Type :||Position paper|
|Date :||le 13/07/2016|
|Extra information :||For more information, please contact EDHEC Research and Development Department [email@example.com]|
|Research Cluster :||Finance|