When Independent Amount meets Initial Margin

15 May 2020
Date submitted
15 May 2020
Resource type
White paper
File type
Web page Web page
ISDA’s ‘next generation’ versions of the Reg IM documentation set out three different options for managing the combination of IA and Reg IM, in the ‘margin flow approach’:

Distinct (IM) approach
Greater of (IM/IA) approach
Allocated (IM/IA) approach

Each comes with different levels of system and operational complexity and, crucially, a requirement for different amounts of collateral to be posted.

Alan Sheehan of Calypso Technology explores the three different options.
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