Calypso Takes Aim at BCBS/IOSCO Margin Requirements
Margin Calculation Module geared toward firms a large derivatives presence,
The solution, dubbed the Margin Calculation Module, will help trading firms with large derivatives trading books to adhere to the Basel Committee on Banking Supervision (BCBS) and International Organization of Securities Commissions (IOSCO) rules for margin requirements for these instruments introduced in recent years and now being implemented.
The module also provides margin calculation capabilities that meet both Commodity Futures Trading Commission (CFTC) and European Securities and Markets
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