Central Banking

BoE official calls for greater transparency on CCP margin modelling

transparent-profits

Central counterparties (CCPs) should provide complete transparency over the modelling of their margin requirements and how they cross-margin between different product lines, according to Edwin Schooling Latter, head of payments and infrastructure at the Bank of England.

A large number of CCPs globally are aiming to take advantage of regulator mandates that standardised over-the-counter derivatives should be cleared at a clearing house with many operating as commercial enterprises. In Asia there

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