Regulatory margin: Difference between revisions
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The [[regulatory technical standard]]s applying to enforceability of netting arrangements for {{tag|VM}} specifically refer to the criteria set out in Art {{crrprov|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. | ===EU=== | ||
The [[regulatory technical standard]]s applying to enforceability of netting arrangements for {{tag|VM}} specifically refer to the criteria set out in Art {{crrprov|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. | |||
{{seealso}} | {{seealso}} | ||
*Article {{crrprov|296}} [[Capital Requirements Regulation]] | *Article {{crrprov|296}} [[Capital Requirements Regulation]] | ||
*[[Regulatory initial margin]] | *[[Regulatory initial margin]] | ||
Revision as of 04:07, 31 December 2019
EU
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.