ISDA model to reduce margin required by up to 20% - Acadia

20th September, 2024

Radi Khasawneh
Stuart Smith

A fresh version of the ISDA swap margin model will have the effect of reduced requirements for many firms, according to Acadia, as some major crisis events have moved out of the risk weight calculation window

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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