Portfolio margining across single name, index and option instruments drive capital efficiencies.

The number and size of margin calls can contribute to stress in the financial system in extreme volatility.

Systems, programs and models based on pre-COVID-19 data may no longer be accurate.

Clearinghouse-mandated deposit requirements for equities increased ten-fold.

Investors should be wary of shorting any name a retail investor likely knows.

The Nasdaq Risk Platform has been enhanced with technology from the acquisition of Cinnober.

ISDA language on IBOR fallbacks becoming effective this week is critical for transition.

The ISDA fallbacks ensure a safety net if an IBOR becomes unavailable while firms have exposures.

BSBY includes a systemic credit spread and term structure.

The USD credit spread adjustment uses data on commercial paper, certificates of deposit and corporate bonds.