├── daily │ └── daily_settled ├── weekly ├── bi_weekly └── monthly
In a credit support annex, the margin_frequency is the periodic timescale at which variation margin is exchanged. In the Margin Requirements for non-cleared derivatives, a sufficient frequency for exchanging variation margin is defined as daily. In the CRR, the margin_frequency is used in Article 285 in order to derive the margin period of risk.
Margining occurs on a daily basis.
Margining occurs on a daily basis and is also settled daily. (like when facing a ccp)
Margining occurs on a weekly basis.
Margining occurs on a bi_weekly basis.
Margining occurs on a monthly basis.