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 |
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ICEU CFTC Filing - CDS Stress Testing Policy |
ICEU CFTC FOIA - CDS Stress Testing Policy 18052018 |