Non-standard clearing house margin for energy trades would increase RWAs unless relief granted
Widening eligible collateral on table; ECB intervention would need government indemnities
Banks stress-test clients, add big margin multipliers to insulate against risk of 100% price moves
German move to backstop margins with liquidity facility welcomed by energy producers – but others say it’s unnecessary
EFET warns energy market participants risk being unable to meet “unprecedented margin requirements”
In this webinar, a panel of quantitative researchers and risk practitioners from banks, energy firms and a software vendor discuss …
Clearing firms say exchange was slow to react as natural gas prices spiked
How are investors enabling the move to the low-carbon economy?