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 riskmanagement 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