ESMA consults on calculation of derivative positions

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ESMA consults on calculation of derivative positions

Friday 17 November 2017 10:30

The European Securities and Markets Authority (ESMA) has today published for public consultation future guidelines on the calculation of derivative positions by trade repositories (TRs) authorised in the European Union under the European Market Infrastructure Regulation (EMIR). 

ESMA supervises the way TRs make data available to public authorities. That data should be of sufficient quality to enable those authorities to monitor risk in derivatives markets. ESMA has observed divergent and inconsistent approaches to position calculations by TRs. This hinders the...

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