ICMA responds to ESMA consultation on calculation of positions under SFTR

 

15 September 2020 ICMA’s ERCC submitted its response to the ESMA consultation on draft Guidelines on calculation of positions under SFTR. The aim of the Guidelines is to ensure consistency of position calculations across TRs. In its response the ERCC commented on many areas of the consultation, including the time of calculations, the scope of the data used in calculations, the data preparation, the recordkeeping of data and the calculation methodologies. Please access the full response for further details.
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