The advent of the Uncleared Margin Rules (UMR) has not only put pressure on firms to make their systems compliant with the regulations, but also put a drag on real returns as a result of the increased need to post margin on products which were previously not collateralized.

Pension funds, asset managers and traditional long - only funds are the firms more severely impacted because with directional books and growing notionals, the margin will continue to increase due to lack of any considerable offsets between positions

The contents within this case study are going to be discussed in an upcoming webinar ‘IM Cliff Edge: Avoid the 50m threshold’, on Tuesday July 16th,  which forms part of the Cassini SIMM webinar series. 

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