WebUnder the proposals, investment firms will have the option of establishing legally and operationally separate sub-pools of client money that may be split along client type or business line (retail versus non-retail, margined versus non-margined business).
Basel III Counterparty Credit Risk - sullcrom.com
Web2. Margined Transactions For margined transactions, RC is defined as the greatest of: (i) the current market value of the derivative contracts in the netting set minus the haircut value of net collateral held by the bank (if any), (ii) the largest exposure that would not trigger a variation margin call, taking into account the mechanics of Web(b) margined transactions are effected with or on behalf of a client. 3. Application These Rules do not apply to an intermediary in relation to a relevant contract entered into between a person (“A”) and either another intermediary (“B”) or its equivalent regulated by a jurisdiction outside Hong Kong (“C”) in respect of which – dr ananthamoorthy ug counselling
CASS 7 for Designated Investment Firms - Menzies LLP
WebSep 22, 2024 · (Transaction and funding fees are not considered in this example) 2) Coin-margined swaps (Transaction and funding fees are not considered in this example) Thus far, in terms of PnL calculation ... WebOct 29, 2024 · Retail Commodity Transactions: What They Are. Section 2(c)(2)(D) of the CEA defines a retail commodity transaction as an agreement, contract or transaction that is offered or entered into by a party: • On a leveraged or margined basis, or financed by the offeror, the counterparty, or a person acting in concert with the offeror or counterparty ... Webprovided in relation to a margined transaction are held for the account; or (d) the client has an open position as at the end of the period. Generic content requirements in s7 whereas additional specific requirements for asset management and all other regulated activities set out in s11(5) and 11(3) respectively. dr ananth murthy