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EBA-RTS-2014-09 Final draft RTS on Margin Periods of Risk.pdf
EBA-RTS-2014-09 Final draft RTS on Margin Periods of Risk
EBA publishes final draft technical standards on the margin periods of risk for the treatment of clearing members exposures to clients
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) specifying 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. These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union.
EBA consults on draft technical standards for the specification of margin periods of risk for the treatment of clearing members exposures to clients
The European Banking Authority (EBA) launches today a consultation on draft Regulatory Technical Standards (RTS) aimed at specifying 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. These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union. The consultation runs until 9 May 2014.