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22.12 - 17:49
European energy traders face up to 80% spike in margins
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fnlondon.comEuropean energy traders could face margin hikes of up to 80% as a new calculation model takes effect.
The risk weighting of European energy derivatives has jumped under the latest version of the Standard Initial Margin Model, which is used to calculate initial margin for uncleared derivatives.
Firms need to post collateral on trades to ensure...
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