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Commission Delegated Regulation (EU) 2016/2251 of 4 October 2016 supplementing Regulation (EU) No 648/2012 of the European Parliament and of the Council on OTC derivatives, central counterparties and trade repositories with regard to regulatory technical standards for risk-mitigation techniques for OTC derivative contracts not cleared by a central counterparty (Text with EEA relevance)

Annex II Methodology to adjust the value of collateral for the purposes of Article 21

United Kingdom

Original text. Later amendments are not shown.

1The value of the collateral shall be adjusted as follows:
2Counterparties shall apply at least the haircuts provided in the following Tables 1 and 2 to the market value of the collateral:
1Division 1
2Division 2
3Division 3
4Division 4
5Division 5

Annex II

Legislation: Commission Delegated Regulation (EU) 2016/2251 of 4 October 2016 supplementing Regulation (EU) No 648/2012 of the European Parliament and of the Council on OTC derivatives, central counterparties and trade repositories with regard to regulatory technical standards for risk-mitigation techniques for OTC derivative contracts not cleared by a central counterparty (Text with EEA relevance)
Citation: EU Regulation 2016/2251, annex ii
Official version: legislation.gov.uk

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Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives. legislation.gov.uk is the official version.

Not legal advice.

👋 Jason Cartwright
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