Margin models

• Awards

Clearing house innovation of the year: Nodal Clear

Risk Awards 2017: Bold decision to ditch VAR in favour of expected shortfall pays off

• 25 Jan 2017

• Awards

Clearing house of the year: LCH

Risk Awards 2017: CCP enjoys stellar year for volumes, and demonstrates willingness to adapt following Brexit stresses

• 25 Jan 2017

• Risk management

Eurex margin flaws claimed in Swedish bank collapse case

CCP failed to properly capture vega, strike and wing risk, expert report claims

• 24 Mar 2016

• Risk management

Regulators to put CCP risks under microscope

CPMI-Iosco stress-testing quiz will be precursor for broader risk review

• 07 May 2015