Commission Delegated Regulation (Regulation 2015/585)

Delegated Regulation on RTS for Specification of Margin Periods of Risk Published in Official Journal

On April 16, 2015, the Commission Delegated Regulation (Regulation 2015/585) on regulatory technical standards (RTS) on the margin periods of risk (being the time period from the last exchange of collateral covering a netting set of transactions with a defaulting counterparty until that counterparty is closed out and the resulting market risk is re-hedged) used for the treatment of clearing members’ exposures to clients under the Capital Requirements Regulation (Regulation 575/2013) (CRR) (dated April 15, 2015), was published in the Official Journal of the EU (OJ).