margin period of risk

Defined in Article 272, Capital Requirements Regulation (CRR)

Definitions over time (2)

1. 25/12/2019 – today applies on 12/11/2026 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6

   For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:

   ‘margin period of risk’ means the time period from the most recent exchange of collateral covering a netting set of transactions with a defaulting counterparty until the transactions are closed out and the resulting market risk is re-hedged;

2. 28/06/2013 – 19/07/2016 Article 272, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 6

   For the purposes of this Chapter and of Title VI of this Part, the following definitions shall apply:

   ‘margin period of risk’ means the time period from the most recent exchange of collateral covering a netting set of transactions with a defaulting counterparty until the transactions are closed out and the resulting market risk is re-hedged;

Used in (22 places in 8 provisions on 12/11/2026)

Capital Requirements Regulation (CRR) (22 in 8)

Article 272 · Article 274 · Article 276 · Article 279c² · Article 285¹¹ · Article 294² · Article 304³ · Article 305