Canadian regulator delays margin and collateral rules for non-cleared derivatives

The Canadian Securities Administrators (CSA) has decided that it will delay the implementation of mandatory margin and collateral requirements for non-centrally cleared derivatives. After completing a review of derivatives trade data, the CSA does not believe that such a delay will result in increased systemic risk to Canadian financial markets or participants.

In recent months representatives of key global market participants published documents that raise issues relating to the implementation of margin requirements for non-centrally cleared derivatives. The CSA said it will implement a harmonized process to monitor Canada’s derivatives markets and the positions of participants and international developments. The monitoring will inform its decisions as to the implementation of margin and collateral requirements for non-centrally cleared derivatives.

Read the full staff notice

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