Non-centrally cleared OTC derivative margin survey

New regulations governing the margining of non-centrally cleared OTC derivatives are rapidly being developed.

Over the period April to June 2014, InteDelta undertook a global survey of derivatives market participants in order to assess expected market impact and how the road to compliance is being navigated.

The survey findings, accompanied by a commentary from InteDelta, have now been published. The main contents of the paper are as follows:

Impact of the regulations

  • Expected materiality of future bilateral OTC derivatives business
  • Which firms will be impacted?
  • Overall impact to systems, processes, policies and documentation
  • Organisational impact

Implementation progress made

Focus Topics

  • Initial Margin models
  • Haircut models
  • Re-hypothecation

Interest in the survey was high across all types of institution. More than 80 institutions responded to the survey. 59% of survey respondents were banks, 41% were asset managers.

A copy of this white paper can be downloaded at our publications section Please click here to view

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