EBU Single Rulebook Q&A 12 March 2015 2015_1889 Initial margin for the purpose of hypothetical capital calculation

Also known as

European Union · · · 21-08-2015

What amount should be used as the initial margin posted by to the Central Counterparty (CCP) by a clearing member for the purpose of Article 50a of Regulation (EU) No 648/2012 (EMIR), introduced by Article 520 of Regulation (EU) No 575/2013 (CRR)? Does the Article 50b(c) of the EMIR apply to the initial margin? Should the excess initial margin be included?

Read the full text

This document is published by eba.europa.eu.

Moonlit adds the citation network, article-level links and cross-references, which are available to search for free.