Davies Discusses Margin Procyclicality at CCPs with Derivsource - Davies

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Davies Discusses Margin Procyclicality at CCPs with Derivsource

"There is a knowledge gap between users and providers that needs to be closed."

Our expert Joshua Hurley talks to DerivSource about margin models, volatility, and a knowledge gap when it comes to central counterparties (CCPs).

Joshua Hurley comments:

 “There should be additional information and layers of greater granularity in terms of how these models react or change in market conditions. Clients want to be able to better understand the impact of volatility but at the moment there is a knowledge gap between users and providers that needs to be closed.”

Read the full story here: The Error of Margin is Back on the Table – Derivsource