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• Category:Futures Temporal
  Exchange traded futures date and time dependent terms such as prices and margining. Also covers greeks (thetas etc.)
  10 members (0 subcategories, 0 files) - 09:49, 8 October 2019
• Category:ET Options Temporal
  ...traded options date and time dependent terms such as pricing, time values, margining, as well as volatility and other analytics. Also covers greeks (deltas, the
  13 members (0 subcategories, 0 files) - 09:49, 8 October 2019
• Borrowing Base
  The borrowing base is usually determined by [[Margining]], where the lender determines a [[Discount Factor]] that is multiplied by
  635 bytes (91 words) - 21:32, 16 March 2021
• BCBS 226
  ...sultative paper published today lays out a set of high-level principles on margining practices and treatment of collateral, and proposes margin requirements for ...ugh a set of key principles that primarily seek to ensure that appropriate margining practices will be established for all non-centrally-cleared OTC derivative
  3 KB (447 words) - 11:45, 26 March 2021
• BCBS 242
  ...the threshold could reduce the total liquidity costs by 56% relative to a margining framework with a zero initial margin threshold, which was initially propose ...ugh a set of key principles that primarily seek to ensure that appropriate margining practices will be established for all non-centrally-cleared over-the-counte
  4 KB (604 words) - 11:45, 26 March 2021
• BCBS 279
  ...actions to mitigate distortions arising from high threshold values in some margining agreements; and</li>
  5 KB (708 words) - 12:42, 31 March 2021