Derivatives

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Margin Requirements for Non-Centrally Cleared Derivatives

RBI proposals on implementation of margin requirements for non-centrally cleared derivatives

Reserve Bank of India policy proposals for introduction of margin requirements for non-centrally cleared derivatives in India. Proposals are generally in line with BCBS-IOSCO standards.

Publisher: National Regulators Release date: May 2016 Country: India

Type: Consultative, discussion and issues paper

Parent: Risk Mitigation Standards for Non-Centrally Cleared OTC Derivatives

Peer: Margin Requirements for Non-Centrally Cleared Derivatives

Topics: Derivatives

Sectors: Banking, Securities

Deadline for comments: Jun 2016

Final Draft Regulatory Technical Standards on Detailed Records of Financial Contracts

EBA standards on contract recordkeeping to implement BRRD

European Banking Authority final draft Regulatory Technical Standards (RTS) on the detailed records of financial contracts that certain banks must maintain that have been developed under the EU bank Recovery and Resolution Directive (BRRD). Specify minimum set of information on financial contracts that should be maintained and circumstances under which requirement to maintain such detailed records should be imposed. Aim to achieve consistent and systemic approach to ensure that authorities are able to quickly and directly obtain relevant information on financial contracts from institutions and relevant entities in order to support application of resolution powers or resolution tools.

Publisher: Regional Standard-Setting Bodies Release date: Dec 2015

Type: Standard

Parent: Bank Recovery and Resolution Directive (BRRD)

Topics: Recovery and resolution, Transparency and disclosure, Derivatives

Sectors: Banking, Securities

Margin Requirements for Non-Centrally Cleared Derivatives

BCBS and IOSCO policy framework

Basel Committee on Banking Supervision and International Organization of Securities Commissions final policy framework establishes minimum standard for margin requirements for non-centrally cleared derivatives. Requires all financial firms and systemically important non-financial entities that engage in non-centrally cleared derivatives to exchange initial and variation margin commensurate with the counterparty risks arising from such transactions. Framework has been designed to reduce systemic risks related to over-the-counter (OTC) derivatives markets, as well as to provide firms with appropriate incentives for central clearing while managing the overall liquidity impact of the requirements .

Publisher: Global Standard-Setting Bodies Release date: Mar 2015

Type: Consultative, discussion and issues paper

Topics: Derivatives, Credit risk

Sectors: Banking, Insurance, Securities

The Standardised Approach for Measuring Counterparty Credit Risk Exposures

BCBS standard for determining credit exposures of derivative contracts

Basel Committee on Banking Supervision standard sets out formulation for Standardised Approach for measuring exposure at default for counterparty credit risk. Replaces the Current Exposure Method (CEM) and the Standardised Method (SM) approaches. New standard approach: i) is suitable to be applied to a wide variety of derivatives transactions (margined and unmargined, as well as bilateral and cleared); ii) is capable of being implemented simply and easily; iii) addresses known deficiencies of the CEM and the SM; iv) draws on prudential approaches already available in the Basel Framework; v) minimizes discretion used by national authorities and banks; and vi) improves risk sensitivity of capital framework without creating undue complexity.

Publisher: Global Standard-Setting Bodies Release date: Apr 2014

Type: Standard

Topics: Credit risk, Derivatives

Sectors: Banking

Implementing OTC Derivatives Market Reforms

FSB recommendations to facilitate implementation of G20 commitments to OTC reforms

Financial Stability Board recommendations address issues that authorities may encounter in implementing the G20 Leaders' commitments concerning standardization, central clearing, exchange or electronic platform trading, and reporting of OTC derivatives transactions to trade repositories. Sets targets for fully implementing the G20 commitments while minimizing the potential for regulatory arbitrage. Sets deadlines to meet the G20's end-2012 commitments, and specifies bodies to take the recommendations forward.

Publisher: Global Standard-Setting Bodies Release date: Oct 2010

Type: Guideline

Topics: Derivatives, Transparency and disclosure

Sectors: Banking, Insurance, Securities

Display # Page 2 of 2 Total: 15

Resources

382 records

Margin Requirements for Non-Centrally Cleared Derivatives

Final Draft Regulatory Technical Standards on Detailed Records of Financial Contracts

Margin Requirements for Non-Centrally Cleared Derivatives

The Standardised Approach for Measuring Counterparty Credit Risk Exposures

Implementing OTC Derivatives Market Reforms

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