Regulatory Alerts2021-06-29
Added
Guidelines on Margin Requirements for Non-Centrally Cleared OTC Derivatives Contracts [SFA 15-G03]
The Monetary Authority of Singapore issued these guidelines to specify how non-centrally cleared over-the-counter derivatives contracts must be margined. The document outlines regulatory expectations regarding the scope of applicable products and entities, as well as the methodologies for calculating margins. It further details the standards for eligible collateral and the application of haircuts to ensure adequate risk coverage.
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