Cost of Collateral for Clearing

Re-cap
25 Jun 2014

Recent regulations significantly increased collateral requirements for cleared trades. In this webinar, Dmitry Pugachevsky, looks at the different capital costs arising from clearing and compares them with costs for OTC trades

Presented for Quants Hub

Agenda

  • Cost of funding Initial / Variation margin
  • Total cost of Clearing in comparison with OTC costs
  • Why OTC trading will continue
  • Converging between OTC and Clearing funding costs

 

Presenter

Dmitry Pugachevsky, Director of Research, Quantifi

More Information: WBS Quants Hub