margin_frequency

├── 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.

daily

Margining occurs on a daily basis.

daily_settled

Margining occurs on a daily basis and is also settled daily. (like when facing a ccp)

weekly

Margining occurs on a weekly basis.

bi_weekly

Margining occurs on a bi_weekly basis.

monthly

Margining occurs on a monthly basis.