![Risk.net](https://www.risk.net/sites/default/files/styles/print_logo/public/2018-09/print-logo.png?itok=1TpHrpuP)
This article was paid for by a contributing third party.More Information.
![](/sites/default/files/styles/company_logo_center_left/public/2020-11/Calypso-logo-BB8.png.webp?h=6d7dfb29&itok=iekFgIiF)
Collateral optimisation strategies under new Iosco margin regulations
THE PANEL
O'Delle Burke, executive director – agency clearing, collateral management and execution, JP Morgan
Karim Chabane, regional head of collateral services, APAC Citi, Hong Kong
John Feeney, head of credit portfolio positioning, National Australia Bank
David Little, director of strategy and business development, Calypso Technology
Moderator: Aaron Woolner, Hong Kong bureau chief, Risk.net
On 18 March 2015, the Basel Committee on Banking Supervision (BCBS) and the International Organization of Securities Commissions (Iosco) announced a nine-month delay to the beginning of the phase-in period for collecting and posting initial margin on non-centrally cleared derivatives.
This revision is relative to BCBS-Iosco's final guidance on margin requirements for non-centrally cleared derivatives, which requires financial firms to exchange initial and variation margin for these derivatives transactions.
A major reason for the new deadline is the general consensus that additional time would be necessary for firms to meet the regulatory expectation.
Given the time, efforts and resources necessary to adopt the rule, firms should start planning now to develop appropriate margining methodologies to calculate margins that will be required to comply with the margin regulations.
Sponsored content
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net