A Practical Guide to the 2016 Isda Credit Support Annexes for Variation Margin Under English and New York Law

by Abigail Harding and Paul C. Harding

In the aftermath of the global financial crisis many regulatory reforms were made. One of these was more frequent revaluation of OTC derivatives risk exposure and related margining. Regulators now expect this to be addressed every business day.

Variation margin relates to collateral used to cover changes in OTC derivatives mark to market risk exposure and such collateral is normally cash in major currencies and/or highly rated government...

• Format: Hardcover
• Language: English
• ISBN: 0857196758
• ISBN13: 9780857196750
• Release Date: February 2018
• Publisher: Harriman House
• Length: 260 Pages
• Weight: 1.37 lbs.
• Dimensions: 0.6" x 6.7" x 9.6"