Regulatory Technical Standards for the specification of margin periods of risk for the treatment of clearing members’ exposures to clients

  • Status: Adopted and published in the Official Journal of the EU

These Regulatory Technical Standards (RTS) aim to specify 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.

Summary of document history

Previous versions Current version Ongoing versions

Draft Regulatory Technical Standards for the specification of margin periods of risk for the treatment of clearing members’ exposures to clients

  • Status: In force
  • Application date:
  • Compliance deadline:
Documents
EBA-RTS-2014-09 Final draft RTS on Margin Periods of Risk

(424.76 KB - PDF) Last update 31 July 2014

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