What is Chamada de Margem de Variação?
In this glossary, Chamada de Margem de Variação 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 Chamada de Margem de Variação used in finance?
In finance communication, this term appears in contexts such as: "Uma forte queda nos preços dos ativos desencadeou uma chamada de margem de variação exigindo que os participantes do mercado depositassem garantias adicionais."
Why does Chamada de Margem de Variação matter in finance?
Chamada de Margem de Variação 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 Chamada de Margem de Variação?
Chamada de Margem de Variação is mainly used by Financial Analysts, Bankers, and Traders.
What category does Chamada de Margem de Variação belong to?
In this glossary, Chamada de Margem de Variação 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.
