Last Revised Date: 11 February 2020
Guidelines on Margin Requirements for Non-Centrally Cleared OTC Derivatives Contracts [SFA 15-G03]
Requirements for the margining of non-centrally cleared OTC derivatives contracts.
These guidelines explain how MAS expects non-centrally cleared OTC derivatives contracts to be margined. In particular, guidance is provided on the following areas:
- Scope of products and entities.
- Margin calculations and methodologies.
- Eligible collateral and haircuts.