Vai offline con l'app Player FM !
Podcast che vale la pena ascoltare
SPONSORIZZATO
Margin Transparency - Raising the Game with Margin Models
Manage episode 422929789 series 1421616
Margin is in the spotlight lately and with good reason. Standards bodies, industry associations and regulators are all calling for greater transparency in margin models to boost the resiliency of the global derivatives markets during times of volatility, as seen in recent years and months.
In this podcast, Rafik Mrabet, Managing Director, Cumulus9, talks to DerivSource about what greater transparency of margin models and processes looks like for market participants – financial institutions and CCPs, and how tools can help all parties move towards the greater goal – a safer market.
Discussion points include:
- Takeaways from recently published industry reports calling for greater margin transparency
- What transparency means for CCPs, Clearing Members and Clients
- Evolution of margin model methodology – SPAN to VaR
- ·Available tools to improve margin transparency today
Go to DerivSource.com for more info on this topic including related reading.
Follow DerivSource on LinkedIn and X . See DerivSource and our Terms of Use for DerivSource.com here
Capitoli
1. Margin Transparency - Raising the Game with Margin Models (00:00:00)
2. Introduction (00:01:46)
3. Why is there such a focus on margin transparency right now? (00:03:41)
4. What are the takeaways from recent industry papers on margin transparency? (00:06:22)
5. What does transparency mean to different market participants (CCPs, Clearing Members and Clients)? (00:09:38)
6. How can market participants improve margin transparency? (00:11:44)
7. How are margin models changing within CCPs? (00:14:16)
8. What solutions and tools are available for market participants to use to improve margin transparency? (00:19:14)
9. What should our listeners focus on right now if they want to improve margin transparency? (00:22:01)
10. Conclusion (00:22:51)
109 episodi
Manage episode 422929789 series 1421616
Margin is in the spotlight lately and with good reason. Standards bodies, industry associations and regulators are all calling for greater transparency in margin models to boost the resiliency of the global derivatives markets during times of volatility, as seen in recent years and months.
In this podcast, Rafik Mrabet, Managing Director, Cumulus9, talks to DerivSource about what greater transparency of margin models and processes looks like for market participants – financial institutions and CCPs, and how tools can help all parties move towards the greater goal – a safer market.
Discussion points include:
- Takeaways from recently published industry reports calling for greater margin transparency
- What transparency means for CCPs, Clearing Members and Clients
- Evolution of margin model methodology – SPAN to VaR
- ·Available tools to improve margin transparency today
Go to DerivSource.com for more info on this topic including related reading.
Follow DerivSource on LinkedIn and X . See DerivSource and our Terms of Use for DerivSource.com here
Capitoli
1. Margin Transparency - Raising the Game with Margin Models (00:00:00)
2. Introduction (00:01:46)
3. Why is there such a focus on margin transparency right now? (00:03:41)
4. What are the takeaways from recent industry papers on margin transparency? (00:06:22)
5. What does transparency mean to different market participants (CCPs, Clearing Members and Clients)? (00:09:38)
6. How can market participants improve margin transparency? (00:11:44)
7. How are margin models changing within CCPs? (00:14:16)
8. What solutions and tools are available for market participants to use to improve margin transparency? (00:19:14)
9. What should our listeners focus on right now if they want to improve margin transparency? (00:22:01)
10. Conclusion (00:22:51)
109 episodi
Tutti gli episodi
×Benvenuto su Player FM!
Player FM ricerca sul web podcast di alta qualità che tu possa goderti adesso. È la migliore app di podcast e funziona su Android, iPhone e web. Registrati per sincronizzare le iscrizioni su tutti i tuoi dispositivi.