Cost of Collateral for Clearing by Dmitry Pugachevsky

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Cost of Collateral for Clearing

Presented by Dmitry Pugachevsky: Director of Research, Quantifi

Recent regulations significantly increased collateral requirements for cleared trades. We will look at different capital costs arising from clearing and will compare them with  costs for OTC trades

  • IMC – cost of funding Initial Margins
  • VMC – cost of funding Variation Margins
  • Analysis of total cost of Clearing and comparison with OTC costs
  • Reasons OTC trading will continue
  • Converging between OTC and Clearing funding costs

Published date

Monday, 10 November, 2014