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 ESAs draft EMIR Regulatory Technical Standards on various amendments to the bilateral margin requirements in view of the international framework as well as on novations from UK to EU counterparties

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Documents
ESAs Report on EMIR RTS on various amendments to the bilateral margin requirements in view of the international framework as well as on novations from UK to EU counterparties

(401.96 KB - PDF) Last update 21 June 2021

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