What is Вызов по вариационной марже?
In this glossary, Вызов по вариационной марже 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 Вызов по вариационной марже used in finance?
In finance communication, this term appears in contexts such as: "Резкое падение стоимости активов вызвало вызов по вариационной марже, требуя от участников рынка внесения дополнительного обеспечения."
Why does Вызов по вариационной марже matter in finance?
Вызов по вариационной марже 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 Вызов по вариационной марже?
Вызов по вариационной марже is mainly used by Financial Analysts, Bankers, and Traders.
What category does Вызов по вариационной марже belong to?
In this glossary, Вызов по вариационной марже 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.
