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Banking

Требование начальной маржи

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.

Quick answer: 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.

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Quick answer

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.

Why it matters

Требование начальной маржи 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 Требование начальной маржи?

In this glossary, Требование начальной маржи 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 Требование начальной маржи used in finance?

In finance communication, this term appears in contexts such as: "Клиринговые организации рассчитывают требования к начальной марже, чтобы обеспечить размещение достаточного обеспечения до совершения сделок с деривативами."

Why does Требование начальной маржи matter in finance?

Требование начальной маржи 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 Требование начальной маржи?

Требование начальной маржи is mainly used by Financial Analysts, Bankers, and Traders.

What category does Требование начальной маржи belong to?

In this glossary, Требование начальной маржи 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

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.

Operational example

Clearinghouses calculate initial margin requirements to ensure adequate collateral is posted before derivatives trades are executed.

Localized term

Требование начальной маржи

Localized example

Клиринговые организации рассчитывают требования к начальной марже, чтобы обеспечить размещение достаточного обеспечения до совершения сделок с деривативами.

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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