feed

Article: What makes your initial margin volatile?

26 November 2018 | OpenGamma Feed
 

If you run a ‘buy and hold’ strategy you don’t expect your initial margin requirement to change much. You would even hope that margin would progressively fall over time as the duration decreases. But, this isn’t always the case…sometimes you will see big step changes in margin that can be as much as 100% –  a lot of potential capital to […]

The post What makes your initial margin volatile? appeared first on OpenGamma.