All material subject to strictly enforced copyright laws. © 2022 Euromoney Institutional Investor PLC group

CCP heads warn against dangers of cross-product margining

Cross-product margin models at central counterparty clearing houses must be focused on structurally correlated products to maintain clearing member access to funds in the event of a default.

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Take a Free Trial or Login
We use cookies to provide a personalized site experience.
By continuing to use & browse the site you agree to our Privacy Policy.
I agree