Risk Management 5/17: Changes in CCP capital calcu
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Posted On: 02/06/2017 8:15:20 AM
Risk Management 5/17: Changes in CCP capital calculation parameters
Nasdaq Clearing has updated the figures for calculation of capital requirement towards the exposure on the Financial, Commodities, and Seafood markets default fund using the SA-CCR methodology.
The CCP capital calculation parameters are found on the link below.
CRD IV CCP notification (hypothetical capital)
For further information concerning this clearing notice please contact risk.management@nasdaq.com or telephone +46 8 405 70 88.
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