BIS raises CCP margin questions after Covid-19 stress

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By Ross Lancaster
12 May 2020

The Bank of International Settlements has indicated that regulators may need to review central counterparty clearing house margin policies after the coronavirus crisis.

In a research paper authored by Wenqian Huang and Elod Takats, BIS praised the resiliency of the CPP system through the crisis but also said that some revaluation of margining may be needed as the industry learns lessons from the Covid-19 crisis.

“CCPs have withstood the first few ...

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