What is Appel de Marge de Variation?
In this glossary, Appel de Marge de Variation 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 Appel de Marge de Variation used in finance?
In finance communication, this term appears in contexts such as: "Une forte baisse des prix des actifs a déclenché un appel de marge de variation exigeant des participants au marché de déposer des garanties supplémentaires."
Why does Appel de Marge de Variation matter in finance?
Appel de Marge de Variation 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 Appel de Marge de Variation?
Appel de Marge de Variation is mainly used by Financial Analysts, Bankers, and Traders.
What category does Appel de Marge de Variation belong to?
In this glossary, Appel de Marge de Variation 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.
