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14 December 2015

ESMA consults on margin period of risk for CCPs’ client accounts


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The MPOR determines the amount of initial margins collected by a CCP. The ESMA proposal is to reduce from 2-day to 1-day the MPOR for gross omnibus accounts and individual segregated accounts for exchange traded derivatives and securities.


The European Securities and Markets Authority published a Consultation Paper on the Review of Article 26 of RTS No 153/2013 regarding the European Market Infrastructure Regulation. In relation to the relevant Regulatory Technical Standard ESMA is seeking feedback on deals with the length of the margin period of risk for CCPs’ client accounts.

The consultation closes on 1st February 2016.

Full consultation paper



© ESMA


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