RTS: Total margin for K-factor 'clear margin given' (K-CMG)
COMCMT1R-EP1R-C2R-EPCNCADO
Updated 59mo ago
This procedure sets out technical standards for calculating the amount of margin required for investment firms. It aims to ensure financial stability by standardising how 'clear margin given' is determined, impacting risk management within the sector.
Investment firms, banks, credit institutions, insurance companies, and pension funds will be affected. The regulation specifies the calculation of a key factor (K-CMG) used in determining margin requirements.