Regulatory margin: Difference between revisions
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Amwelladmin (talk | contribs) Created page with "The regulatory technical standards applying to enforceability of netting arrangements for {{tag|VM}} specifically refer to the criteria set out in Art {{crrprov|296}} of t..." |
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*Article {{crrprov|296}} [[Capital Requirements Regulation]] | *Article {{crrprov|296}} [[Capital Requirements Regulation]] | ||
*[[Regulatory initial margin]] | |||
Revision as of 04:06, 31 December 2019
The regulatory technical standards applying to enforceability of netting arrangements for VM specifically refer to the criteria set out in Art 296 of the Capital Requirements Regulation as satisfying the criteria – Art 296 as you know sets out the (Basel dictated) standard for recognising netting for bank capital relief – i.e. this is exactly what the ISDA opinions and so on are directed at satisfying.