Return to Perspectives
Infographics
Feb. 23, 2016

How much margin to post? That depends on your swaps exposure

In order to better manage risk in the swaps market, the U.S. prudential regulators (PR) and the CFTC each issued final rules requiring covered swap dealers to collect and (in some cases) post both initial and variation margin for certain noncleared swaps. Investment funds trading noncleared swaps with such dealers may thus face new margin requirements, depending largely on whether or not a fund has “material swaps exposure” (MSE).

FDIC Swaps Margin Requirements Infographic      

Media Attachments

Authors and Editors

We use cookies on this website to optimize user experience and site functionality and to give you the best possible experience. We do so with your approval. The choice is up to you. Learn more.