Margin Period of Risk definition

Margin Period of Risk means the time period from the last exchange of collateral covering a netting set of transactions with a defaulting coun- terpart until that counterpart is closed out and the resulting market risk is re-hedged.
Margin Period of Risk means the period from the most recent exchange of collateral covering a netting set of transactions with a defaulting counterparty until the transactions are closed out and the resulting market risk is re-hedged;
Margin Period of Risk or “MPoR” means the time period from the last exchange of Collateral covering a Netting Set of transactions with a defaulting Counterparty until that Counterparty is closed out and the resulting market risk is re-hedged;

Examples of Margin Period of Risk in a sentence

  • Margins shall be adequate to cover 99% VaR (Value at Risk) and Margin Period of Risk (MPOR) shall be two days.

  • Except as provided in this Section 4.7, Himalaya will have no other diligence obligations with respect to the development or Regulatory Approval of Products under this Agreement.

  • Short Option Minimum Margin – Minimum of 2.5% subject to Margin Period of Risk (MPOR) (i.e. 2.5% *√2 currently)D.

  • Initial margin requirement shall be adequate to cover at least 99% VaR (Value at Risk) and Margin Period of Risk (MPOR) shall be at least two days.

  • These circulars, inter alia, stipulated minimum value for Initial Margin(IM) and Margin Period of Risk (MPOR).

  • The Margin Period of Risk (MPOR) shall be in accordance with SEBI Circular no.

  • For applicable VSR refer latest circulars issued by MCXCCL.C. The Short Option Minimum Margin (SOMM) and Margin Period of Risk (MPOR) shall be in accordance with SEBI Circular no.

  • Premium of buyer shall be blocked upfront on real time basis.The Margin Period of Risk (MPOR) shall be at least two days.

  • Initial margin requirement shall be adequate to cover 99% VaR (Value at Risk) and Margin Period of Risk (MPOR) shall be at least two days.

  • Change in the Close-out period (Margin Period of Risk) All central counterparties use a predetermined fixed Close-out Period applicable at the asset class level (e.g. equity futures, fixed income products, OTC derivatives).


More Definitions of Margin Period of Risk

Margin Period of Risk means margin period of risk as defined in Article 272(9) of Regulation (EU) 575/2013.
Margin Period of Risk means the time period from the last exchange of collateral covering a netting set with a defaulting counterparty until positions vis-à-vis that counterparty are closed and the resulting market risk is re-hedged;

Related to Margin Period of Risk

  • Minimum Period of Service means a period of 12 consecutive months beginning on the Service Start Date, unless set out otherwise in any applicable Order.

  • Period of Extended Hire means any additional period that the Hirer wishes the Agency Worker to be supplied for beyond the duration of the original Assignment or series of assignments as an alternative to paying a Transfer Fee;

  • Drawdown Period means, in relation to an Advance, the period commencing on the date of this Agreement and ending on the relevant Termination Date or the period ending on such earlier date (if any) on which (a) the aggregate amount of all Advances is equal to the Commitment or (b) the Commitment is reduced to zero pursuant to clauses 4.3, 10.2 or 12 or (c) Delivery of the Ship relevant to such Advance occurs;

  • Service credit year means an accumulation of months of

  • Contract Year means each period of twelve (12) consecutive months during the Initial Term of this Agreement, with the first Contract Year commencing on the Effective Date, and with each subsequent Contract Year commencing on the anniversary of the Effective Date.

  • Wind-Down Period is defined in Section 12.5 of this Agreement.

  • Step-In Period means the period from the Step-In Date up to and including the Step-Out Date.

  • Period of Service means the aggregate of all periods of service commencing with an Employee's first day of employment or reemployment with the Employer or an Affiliated Employer and ending on the first day of a Period of Severance, or for benefit accrual purposes, ending on the severance from service date. The first day of employment or reemployment is the first day the Employee performs an Hour of Service. An Employee who incurs a Period of Severance of twelve (12) months or less will also receive service-spanning credit by treating any such period as a Period of Service for purposes of eligibility and vesting (but not benefit accrual). For purposes of benefit accrual, a Participant's whole year Periods of Service is equal to the sum of all full and partial periods of service, whether or not such service is continuous or contiguous, expressed in the number of whole years represented by such sum. For this purpose, fractional periods of a year will be expressed in terms of days.

  • Period of Work means the time during which an employee is at the disposal of the employer;

  • Net direct written premiums means direct gross premiums written in this state on insurance policies subject to this chapter, less return premiums and dividends paid or credited to policyholders on such direct business. “Net direct written premiums” does not include premiums on a contract between insurers or reinsurers.

  • Loan Period means with respect to any LIBOR Rate Loan, the period commencing on such LIBOR Rate Loan’s Funding Date, the date of the Conversion of any Base Rate Loan into such LIBOR Rate Loan or the date of the Continuation of such LIBOR Rate Loan for a new Loan Period and ending one week or one, two, three or six months thereafter as selected by the Borrower pursuant to Section 2.2(a); provided, however, that:

  • Tranche Period means, with respect to any Purchaser Interest held by a Financial Institution:

  • Program Period means the period of time which the department intends to support the program without requiring the recompetition for funds. The program period is specified within the grant application.

  • Minimum Hire Period means the Minimum Hire Period as described on the invoices, quotation, authority to hire, or any other forms as provided by the Supplier to the Client.

  • Minimum Term means the minimum period of service for each Service as shown on the Service Agreement, such period to start on the date on which the relevant Service is first made available to you for use;

  • the relevant period means the period beginning at the commencement of the qualifying period and ending on the date when all the requirements of paragraph (A)(i) to (iv) above have been satisfied.

  • Period of restoration means the period of time that:

  • STIPULATED HOURS OF SERVICE PER DAY means hours of duty per day, normal hours/timings of duty whereof shall be determined by the Company's Engineer for which fixed charge shall be payable.

  • Plan Period means the period designated in Section 4.

  • Three-Year Period means, with respect to a Restatement, the three completed fiscal years immediately preceding the date that the Board, a committee of the Board, or the officer or officers of the Company authorized to take such action if Board action is not required, concludes, or reasonably should have concluded, that the Company is required to prepare such Restatement, or, if earlier, the date on which a court, regulator or other legally authorized body directs the Company to prepare such Restatement. The “Three-Year Period” also includes any transition period (that results from a change in the Company’s fiscal year) within or immediately following the three completed fiscal years identified in the preceding sentence. However, a transition period between the last day of the Company’s previous fiscal year end and the first day of its new fiscal year that comprises a period of nine to 12 months shall be deemed a completed fiscal year.

  • Buydown Period The period of time when a Buydown Agreement is in effect with respect to a related Buydown Mortgage Loan.

  • Continuous period of creditable coverage means the period during which an individual was covered by creditable coverage, if during the period of the coverage the individual had no breaks in coverage greater than sixty-three (63) days.

  • Extended Period As defined in Section 9.04(b).

  • Lock-in Period means the period of five consecutive years from the date of commencement of the policy, during which period the proceeds of the discontinued policies cannot be paid by the insurer to the policyholder or to the insured, as the case may be, except in the case of death or upon the happening of any other contingency covered under the policy.

  • Period of Cover means the duration of Your cover as stated in Your Policy Documents.

  • Period of Agreement means 5 years from the date of Final acceptance of the Project.