Regulatory Technical Standards on risk mitigation techniques for OTC derivatives not cleared by a central counterparty (CCP)

  • Status: Adopted and published in the Official Journal of the EU
These Regulatory Technical Standards (RTS) are to be developed by the Joint Committee of the European Supervisory Authorities (ESAs) will define the risk mitigation techniques to be put in place for OTC derivatives not cleared by a central counterparty (CCP). In particular, it will elaborate on the level of capital and collateral counterparties to derivatives transactions need to maintain, the type of collateral and segregation arrangements as well as on the procedures to apply an intragroup exemption.
 

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Summary of document history

Current version Ongoing versions

ESAs draft amending RTS on bilateral margining of equity options

  • Status: Not yet applicable
  • Application date:
  • Compliance deadline:
Documents
ESAs Opinion on bilateral margining of equity options

(185.73 KB - PDF)

ESAs draft amending RTS on bilateral margining of equity options

(390.2 KB - PDF)

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