Mitigating the procyclicality of margins and haircuts

Topic area:
Initiative
Official name
Mitigating the procyclicality of margins and haircuts in derivatives markets and securities financing transactions
Type
Report
Level 3 / Other
Initiator
ESRB
Submitted
Doc. code
-
Summary
Status
Status

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Current version
Final version
09.01.2020
Next step
Entry into force and application
Entry into force

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Application date

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Scope
Relevant for

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Associated initiatives
Level 1
Level 2
Level 3 / Other

Source: ESRB, Mitigating the procyclicality of margins and haircuts in derivatives markets and securities financing transactions, 2020