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Banking

変動マージンコール

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.

Quick answer: 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.

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Quick answer

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.

Why it matters

変動マージンコール 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.

Editorial context

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Questions and answers

Questions and answers

What is 変動マージンコール?

In this glossary, 変動マージンコール 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 変動マージンコール used in finance?

In finance communication, this term appears in contexts such as: "資産価格の急落が変動マージンコールを引き起こし、市場参加者に追加担保の差し入れを求めた。"

Why does 変動マージンコール matter in finance?

変動マージンコール 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 変動マージンコール?

変動マージンコール is mainly used by Financial Analysts, Bankers, and Traders.

What category does 変動マージンコール belong to?

In this glossary, 変動マージンコール 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.

Definition

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.

Operational example

A sharp drop in asset prices triggered a variation margin call requiring market participants to post additional collateral.

Localized term

変動マージンコール

Localized example

資産価格の急落が変動マージンコールを引き起こし、市場参加者に追加担保の差し入れを求めた。

Definition language

English reference definition

Source

CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

Category

Banking

Exam relevance

  • CFA
  • ACCA
  • FRM

Target audience

  • Financial Analysts
  • Bankers
  • Traders

Related terms

Use the related links below to continue through connected finance terminology.

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