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RBA Glossary definition for margin payment

margin payment – A payment made to meet a margin call, to cover an adverse movement in the price of physical assets, such as equities or units in managed funds, or derivatives, such as futures, options or swap contracts.

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Contagion Analysis

29 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
Bank i's total outgoing variation margin payments are. , summing over all positive net obligations to counterparties j. ... In the non-centrally cleared case, by contrast, if a bank cannot meet its variation margin payment in full, it pays nothing at all.
https://www.rba.gov.au/publications/rdp/2015/2015-02/contagion-analysis.html

Data and Exposure Analysis

29 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
with. denotes that participant j expects to receive a variation margin payment from participant i, while V. ... For a positive. , which represents i being short and j being long, this upward movement in prices results in a variation margin payment from i
https://www.rba.gov.au/publications/rdp/2015/2015-02/data-exposure-analysis.html

Central Counterparty Loss Allocation and Transmission of Financial Stress

18 Mar 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
central clearing, financial markets, financial stability, interest rates, money, payments, regulation. ... the mechanism of variation margin gains haircutting.
https://www.rba.gov.au/publications/rdp/2015/2015-02.html

Background and Relevant Literature

11 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
In the case of non-centrally cleared trades, separate variation margin payments/receipts are calculated vis-à-vis each bilateral counterparty. ... In the case of central clearing, variation margin payments/receipts are multilaterally netted across all
https://www.rba.gov.au/publications/rdp/2015/2015-02/background-relevant-literature.html

References

11 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
CPMI (Committee on Payments and Market Infrastructures)-IOSCO (2014),. Recovery of Financial Market Infrastructures. , ... Bank for International Settlements, Basel. CPSS-IOSCO (Committee on Payment and Settlement Systems and Technical Committee of the
https://www.rba.gov.au/publications/rdp/2015/2015-02/references.html