What is Requisito de Margem Inicial?
In this glossary, Requisito de Margem Inicial refers to: The minimum amount of collateral required to open a position in a derivatives contract, set by clearinghouses or regulators to cover potential future exposures from market movements.
How is Requisito de Margem Inicial used in finance?
In finance communication, this term appears in contexts such as: "As câmaras de compensação calculam os requisitos de margem inicial para garantir que haja garantia suficiente antes da execução de operações de derivativos."
Why does Requisito de Margem Inicial matter in finance?
Requisito de Margem Inicial 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 Requisito de Margem Inicial?
Requisito de Margem Inicial is mainly used by Financial Analysts, Bankers, and Traders.
What category does Requisito de Margem Inicial belong to?
In this glossary, Requisito de Margem Inicial 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.
