LexisNexis Practical Guidance®
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  • Derivatives
  • How to calculate margin requirements for uncleared derivatives

BCBS/IOSCO margin requirements for uncleared derivatives

Following the credit crunch in 2007, the G20 asked the Basel Committee on Banking Supervision (BCBS) (part of the Bank of International Settlements (BIS)) and the International Organization of Securities Commissions (IOSCO) to produce a framework for margin requirements for non-centrally cleared derivatives.

This guidance note summarises the eight elements that are detailed in the BCBS/IOSCO report.

See BCBS/IOSCO margin requirements for uncleared derivatives.