What is Llamada de Margen de Variación?
In this glossary, Llamada de Margen de Variación refers to: A demand by a clearinghouse or counterparty for additional collateral to cover current exposures resulting from changes in the market value of derivatives positions. Required under regulatory margining rules to mitigate credit risk.
How is Llamada de Margen de Variación used in finance?
In finance communication, this term appears in contexts such as: "Una fuerte caída en los precios de los activos provocó una llamada de margen de variación que requería a los participantes del mercado aportar garantías adicionales."
Why does Llamada de Margen de Variación matter in finance?
Llamada de Margen de Variación matters because it supports clear communication in Banking contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.
Who uses Llamada de Margen de Variación?
Llamada de Margen de Variación is mainly used by Financial Analysts, Bankers, and Traders.
What category does Llamada de Margen de Variación belong to?
In this glossary, Llamada de Margen de Variación is grouped under Banking. Related pages in this category explain adjacent procedures, commands and operational concepts.
Where does this definition come from?
This definition is sourced from CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework and published by Protermify Finance as a static finance reference page.
