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Banking

Yêu cầu ký quỹ ban đầu

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

Yêu cầu ký quỹ ban đầu 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 Yêu cầu ký quỹ ban đầu?

In this glossary, Yêu cầu ký quỹ ban đầu 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 Yêu cầu ký quỹ ban đầu used in finance?

In finance communication, this term appears in contexts such as: "Các tổ chức thanh toán bù trừ tính toán yêu cầu ký quỹ ban đầu để đảm bảo tài sản thế chấp đầy đủ được gửi trước khi giao dịch phái sinh được thực hiện."

Why does Yêu cầu ký quỹ ban đầu matter in finance?

Yêu cầu ký quỹ ban đầu 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 Yêu cầu ký quỹ ban đầu?

Yêu cầu ký quỹ ban đầu is mainly used by Financial Analysts, Bankers, and Traders.

What category does Yêu cầu ký quỹ ban đầu belong to?

In this glossary, Yêu cầu ký quỹ ban đầu 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

Yêu cầu ký quỹ ban đầu

Localized example

Các tổ chức thanh toán bù trừ tính toán yêu cầu ký quỹ ban đầu để đảm bảo tài sản thế chấp đầy đủ được gửi trước khi giao dịch phái sinh được thực hiện.

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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