Regulatory margin: Difference between revisions
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===EU=== | ===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. | 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. | ||
Revision as of 13:22, 15 May 2020
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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.