Clearing Organization Rules : 45498

Organization: EUREX

Description: Proposed stated policy in Eurex Clearing Circular 006/21 related to change the calculation of Default Fund contributions from a percentage of Initial Margin approach to a Stress Loss-over-Margin (SLOM) based methodology

Official Receipt Date: 2021-02-08 00:00:00

Status: Certified

Date: 2021-02-23 00:00:00

Remarks: