External Meetings: Call with Randall Ross (Nomura) re: Capital Rule
Discussion of the risk margin amount and what percentage it would be when calculated capital based on net liquid assets. Discussion of whether inter-affiliate swaps should be included when calculating risk margin amount.
When
Rulemaking(s)
V. Capital & Margin,
CFTC Staff
Daniel Grimm
Visitor(s)
Randall Ross
Organization(s)
Nomura