What is Chiamata Margine di Variazione?
In this glossary, Chiamata Margine di Variazione 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 Chiamata Margine di Variazione used in finance?
In finance communication, this term appears in contexts such as: "Un forte calo dei prezzi degli asset ha attivato una chiamata di margine di variazione, richiedendo ai partecipanti al mercato di versare ulteriori garanzie."
Why does Chiamata Margine di Variazione matter in finance?
Chiamata Margine di Variazione 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 Chiamata Margine di Variazione?
Chiamata Margine di Variazione is mainly used by Financial Analysts, Bankers, and Traders.
What category does Chiamata Margine di Variazione belong to?
In this glossary, Chiamata Margine di Variazione 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.
