Clearing Organization Rules : 48367
Organization: EUREX
Description: Proposed amendments in Eurex Clearing Circular 038-22 to Eurex Clearing's annual review and recalibration of the parameters of the Stress Period Value-at-Risk ("VaR") margin component for ETD and OTC Derivatives.
Official Receipt Date: 2022-06-02 00:00:00
Status: Certified
Date: 2022-06-16 00:00:00
Remarks:
| Associated Documents |
|---|
| 20220602_ECAG Rule Certification 038-22 |
| Attachment A_Eurex Clearing 038-22 |