margin responsiveness

  • CPMI-IOSCO Initial Margin Guidance: Simulators, Overrides, New PQDs

    On 6 May 2026 the Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO) opened a consultation that would rewrite parts of two documents every central counterparty already works to: the 2017 CCP resilience guidance and the 2015 public quantitative disclosure standards. The CPMI-IOSCO initial margin package folds six…