RTS zur Initial Margin Model Validierung (IMMV)

Final Draft Regulatory Technical Standards on Initial Margin Model Validation under article Art. 11 – Paragraph 15 – point (aa) of Regulation (EU) No 648/2012 of the European Parliament and of the Council of 4 July 2012 on OTC derivatives, central counterparties and trade repositories (EMIR)
COMMISSION DELEGATED REGULATION (EU) No …/.. of XXX […] supplementing Regulation (EU) No 648/2012 of the European Parliament and of the Council with regard to regulatory technical standards for the supervisory procedures to ensure initial and ongoing validation of the risk-management procedures of counterparties under Article 11(3)

04.11.2021

EBA/RTS/2023/04

Finale Fassung