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 can be found in the below link or in the attached file.
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.
