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+Article 38 7. |
Article 38 7.A CCP shall provide its clearing members with information on the initial margin models it uses, including methodologies for any add-ons, in a clear and transparent manner. That information shall:
(a)
clearly explain the design of the initial margin model and how it operates, including in stressed market conditions;
(b)
clearly describe the key assumptions and limitations of the initial margin model and the circumstances under which those assumptions are no longer valid;
(c)
be documented. 1. Panoramica
1.1 Riferimenti1.2 Requisiti identificati1.3 Standard correlati2. Requisiti identificati
3. Standard correlati
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