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From Open Risk Manual
  • <li>Cash variation margin. Cash variation margin associated with derivative exposures may be used to reduce the leverage rat
    6 KB (825 words) - 11:45, 26 March 2021
  • ...e="padding-left: 30px;">(i) criteria for the recognition of cash variation margin associated with derivative exposures;</p>
    3 KB (378 words) - 11:47, 26 March 2021
  • ...uture Exposure]], [[FAQ]], [[On-balance Sheet Exposure]], [[Cash Variation Margin]], [[PFE]], [[Disclosure]], [[Leverage Exposure]]
    3 KB (434 words) - 11:48, 26 March 2021
  • ...treatment of client cleared derivatives to allow cash and non-cash initial margin received from a client to offset the potential future exposure of client cl ...t of allowing both cash and non-cash forms of initial margin and variation margin received from a client to offset the replacement cost and potential future
    4 KB (536 words) - 11:49, 26 March 2021
  • ...on-cash forms of segregated initial margin and cash and non-cash variation margin received from a client to offset the replacement cost and potential future
    3 KB (479 words) - 11:49, 26 March 2021