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29 February 2012

店頭(OTC)デリバティブの清算義務について提言を行ったIOSCO(証券監督者国際機構)


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IOSCO's report outlines recommendations that authorities should follow in establishing a mandatory clearing regime for standardised OTC derivatives, in support of the G20's Leaders Commitments to improve transparency, mitigate systemic risk and protect against market abuse in these markets.


The Report outlines recommendations that authorities should follow in establishing a mandatory clearing regime within their jurisdiction. These are in relation to:

  • determination of whether a mandatory clearing obligation should apply to a product or set of products;
  • consideration of potential exemptions to the mandatory clearing obligation;
  • establishment of appropriate communication among authorities and with the public;
  • consideration of relevant cross-border issues in the application of a mandatory clearing obligation; and
  • monitoring and reviewing the overall process and application of the mandatory clearing obligation.

The Report itself is targeted at authorities that are developing and implementing a mandatory clearing requirement pursuant to the G20 Commitments. Those stakeholders that may be affected by mandatory clearing requirements include: those engaged in OTC derivative transaction, such as financial and non-financial companies, sovereigns or other public-sector bodies; those bodies such as CCPs and other firms who centrally clear OTC derivatives or act as clearing members of CCPs on behalf of customers; and entities that facilitate trading or provide services to counterparties, clearing members, or CCPs in connection with trading, which may include trading platforms, trade repositories and information vendors.

Full report



© IOSCO


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