EBU Single Rulebook Q&A 28 October 2024 2024_7229 Conditions for increasing the margin period of risk (MPOR) used for the exposure value of netting sets with margin agreements.

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European Union · · · 31-01-2025

Article 285 paragraph 3(b) references “OTC derivative that cannot be easily replaced”. By definition “OTC derivative” does not include listed / exchange trades derivatives.

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