Initial margin: trade sensitivities calculation creates disputes

calculating the IM input is the difficult part

Counterparties are quarrelling over trade sensitivities inputted via Isda’s calculation method, despite the industry group’s efforts to ease the process

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Take a Free Trial or Login
We use cookies to provide a personalized site experience.
By continuing to use & browse the site you agree to our Privacy Policy.
I agree