EDHEC-Risk Institute: New Margin Regulations For The Non-Cleared OTC Derivatives To Reduce Systemic Risk Across Financial Markets

In a new publication entitled “Initial Margin for Non-Centrally Cleared OTC Derivatives – Overview, Modelling and Calibration,” EDHEC-Risk Institute 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. The Fédération Bancaire Française (FBF) supports the research chair on “Innovations and Regulations in Investment Banking” in which this research was produced.