RTS for Initial Margin Model Validation (IMMV)

Topic area:
Key words:
Supplement
Initiative
Official name
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)
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
04.11.2021
Doc. code
EBA/RTS/2023/04
Summary
Status
Status

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Current version
Final version
03.07.2023
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
EMIR (binding, Main version, EU)
Level 2
Level 3 / Other

Source: EBA, EBA/RTS/2023/04, 2023