Last Revised Date: 29 June 2021

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.