Exchanges are gearing up to offer margin efficiencies across asset classes but take-up is slow
When Eurex Clearing introduced in June this year the first
European cross-margining service between interest rate swaps
and fixed income futures many in the industry welcomed the
Clearing members and
their clients in the US already use portfolio margining across
asset classes and cross margining between listed fixed income
products to reduce their margining and risk management
Eurex cited as
benefits of its European launch higher capital efficiencies as
well as more accurate netting effects for listed and between
listed and over-the-counter positions.
This article is available to subscribers and registered users
Please log in to continue reading.
Not yet registered? Take a free trial.
If you have already taken a free trial you
have ongoing access to the analysis section of FOW.com including this story.
Log in using your details below to read.
Already have an account? |