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Response to second Joint Consultation on draft RTS on risk-mitigation techniques for OTC-derivative contracts not cleared by a CCP
Go backRespondents are invited to comment on the proposal in this section concerning the timing of calculation, call and delivery of initial and variation margins.
N/ARespondent are invited to provide comments on whether the draft RTS might produce unintended consequence concerning the design or the implementation of initial margin models.
N/ARespondents are invited to comment on whether the requirements of this section concerning the concentration limits address the concerns expressed on the previous proposal.
N/ARespondent to this consultation are invited to highlight their concerns on the requirements on trading relationship documentation.
N/ARespondents are invited to comment on the requirements of this section concerning the legal basis for the compliance.
N/ADoes this approach address the concerns on the use of cash for initial margin?
N/ARespondents are invited to comment on the requirements of this section concerning treatment of FX mismatch between collateral and OTC derivatives.
N/AName of organisation
Commodity Markets Council - Europe