The Cabinet Office Order on Financial Instruments Business, etc. sets out the obligation1.
Notes
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"金融商品取引業等に関する内閣府令" (Cabinet Office Order on Financial Instruments Business, etc., in Japanese), Article 123. ↩
Margin requirements for uncleared derivatives
- Japanese
- 証拠金規制
- Last reviewed
- October 3, 2026
This is a draft, shown for review before publication.
Margin requirements for uncleared derivatives are Japanese rules that require financial instruments business operators, etc., to take measures to exchange variation margin and initial margin with their counterparties on OTC derivative transactions not cleared through a central counterparty.
Related terms
Explained in detail
Pages that use this term
- Cleared vs Bilateral Trades
- Collateral and Discounting
- ISDA SIMM: The Standard Model for Initial Margin
- FVA and MVA
- Risk Reduction through Netting and Collateral
- Funding Variation and Initial Margin
- Handling Margin Calls
- Sourcing and Substituting Collateral
- Collateral Operations
- Choosing the Booking Entity
- The Credit Support Annex (CSA)
- ISDA Protocols
- Japan's Close-Out Netting Act
- Electronic Trading Platforms such as SEFs
- The Financial Instruments and Exchange Act and Derivatives
- Electronic Trading Platform Mandate
- The G20 OTC Derivatives Reforms
- The Basel Framework and Derivatives
- Overview of Derivatives Regulation in Asia-Pacific
- OTC Derivatives Regulation in Hong Kong
- China
- South Korea
- Australia
- The Collapse of Lehman Brothers (2008)