Regulatory Technical Standards for the specification of margin periods of risk for the treatment of clearing members’ exposures to clients

  • Status: Adopted and published in the Official Journal of the EU

These Regulatory Technical Standards (RTS) aim to specify the minimum margin periods of risk (MPOR) that institutions acting as clearing members may use for the calculation of their capital requirements for exposures to clients.

Summary of document history

Previous versions Current version Ongoing versions

Consultation on draft regulatory technical standards for the specification of margin periods of risk for the treatment of clearing members’ exposures to clients

  • Status: Closed
  • Deadline: 9 MAY 2014
Documents
Consultation Paper

(164.92 KB - PDF) Last update 28 February 2014

Responses

The form is now closed.

Public hearings

Public hearing on CP on the margin periods for risk used for the treatment of clearing members' exposures to clients

Press contacts

Franca Rosa Congiu