Margin

ISDA CEO Scott O’Malia Opening Remarks at ISDA Europe Conference, London

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ISDA Annual Europe Conference 

September 19, 2019

Opening Remarks

Scott O’Malia, ISDA Chief Executive

 

Good morning, everyone.

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ISDA Publishes ISDA SIMM™ v2.2

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ISDA has published the ISDA SIMM™ Methodology, version 2.2, with an Effective Date of December 1, 2019. This version of SIMM includes updates based on the full recalibration and industry backtesting of the methodology.   It also includes additional granularity for the FX asset class, the removal of curvature margin from equity volatility indexes and an alteration to allow for annual calibration of credit non-qualifying intra-bucket correlations.

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What’s next for EUREX-LCH basis ?

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‘How the mighty have fallen’

This statement can be aptly applied to the long-end EUREX-LCH basis on the EUR curve which has seen the 30y point on curve fall from around 3.5bps in March 2018, to almost flat earlier this year and now quotes below zero recently

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ISDA Begins Review of Post-trade Services

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As part of a major initiative to drive efficiencies in post-trade services, ISDA is conducting a series of targeted surveys to gather member feedback in key areas. The aim is to identify opportunities for greater automation, reduced operational risk and lower costs.

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Regulatory Certainty is Crucial

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It is said that nothing in this world is certain except for death and taxes. That’s true enough for financial markets, where gains can turn to losses in the blink of an eye. But it should be possible to achieve a level of certainty and consistency in how financial markets regulation is interpreted and applied.

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Implementation of Margin Requirements and Market Fragmentation

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Jurisdictions across the globe have implemented margin requirements for non-cleared derivatives, largely in line with the standards agreed by the Basel Committee on Banking Supervision (BCBS) and the International Organization of Securities Commissions (IOSCO). Since implementation of the first phase of the requirements in 2016, the US, European Union (EU), Japan and others have extended the requirements in line with the phase-in schedule agreed by BCBS/IOSCO.

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