layout: property title: “number_of_disputes” schemas: [agreement]


The number_of_disputes is defined in accordance with Article 285(4) of the CRR:

If an institution has been involved in more than two margin call disputes on a particular netting set over the immediately preceding two quarters that have lasted longer than the applicable margin period of risk under paragraphs 2 and 3, the institution shall use a margin period of risk that is at least double the period specified in paragraphs 2 and 3 for that netting set for the subsequent two quarters.