Clearing Organization Rules : 39095

Organization: ICLREU2

Description: ICEU is modifying its CDS Stress Testing Policy, among other matters, to recategorize certain CDS stress testing scenarios, address specific wrong way risk, introduce new forward looking credit event scenarios.

Official Receipt Date: 2018-05-18 00:00:00

Status: Certified

Date: 2018-06-04 00:00:00

Remarks:

Associated Documents
ICEU CFTC Filing - CDS Stress Testing Policy
ICEU CFTC FOIA - CDS Stress Testing Policy 18052018