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), developed by the Joint Committee of the European Supervisory Authorities (ESAs), define the risk mitigation techniques to be put in place for OTC derivatives not cleared by a central counterparty (CCP). In particular, they 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.

Summary of document history

Current version Ongoing versions

Joint Draft Regulatory Technical Standards on margin requirements for non-centrally cleared OTC derivatives

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Documents
Joint Draft RTS on margin requirements for non-centrally cleared OTC derivatives (JC-2017-79)

(229.97 KB - PDF) Last update 19 December 2017

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