Chapter I, Section 3, Article 9, Paragraph 2., Point (d) · Commission Delegated Regulation (EU) 2016/2251

Contents

1. Counterparties shall calculate variation margin in accorda…
2. Counterparties shall calculate initial margin in accordanc…
3. For the purpose of determining the calculation date for in…

(d)where the initial margin is calculated in accordance with the standardised approach referred to in Article 11(1) and an existing contract is reclassified in terms of the asset category referred to in paragraph 1 of Annex IV as a result of reduced time to maturity;