Survey for entities within the scope of initial margin model authorisation under EMIR 3

From
to
Section
Post Trading
Details

With the support from the European Securities and Markets Authority (ESMA) and the European Insurance and Occupational Pensions Authority (EIOPA), the European Banking Authority (EBA) launched a survey addressed to entities within the scope of the initial margin (IM) model authorization regime introduced by the upcoming revised European Market Infrastructure Regulation (EMIR 3). 

The aim of the survey is to receive general information on entities within the scope of IM model authorisation, as well as specific information relevant for fee calculation and on initial margins and IM models used.

Entities currently subject to the requirement to exchange initial margin – in accordance with EMIR and under Article 36 of Commission Delegated Regulation (EU) 2016/2251 (the joint ESAs RTS on uncleared OTC derivatives) -  and using at least one IM model to comply with that requirement, are expected to fill in the survey. All entities of a group that are subject to this requirement are expected to fill in the survey separately, at entity level. 

Link to the survey and relevant information for submitting the responses are available on EBA’s website. Responses should be submitted by 29 November 2024