EBA: Initial margin model validation under EMIR
05 Nov 2021 (UPDATED: 13 Mar 2026)
International
1 min read
EBA has published a consultation on its draft regulatory technical standards on IMMV under EMIR) This sets out the supervisory procedures for initial and ongoing validation of initial margin models, which will be used to determine the level of margin requirements for uncleared OTC derivatives. Responses are required by 4 February 2022.