Risk Management 18/17: Collateral haircut updates
13 juin 2017 03h11 HE
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Risk Management
Notification of changes to: Appendix 14 of the Clearing Rules of Nasdaq Derivatives Markets - Collateral List
Nasdaq Derivatives Market has decided to make changes to...
Risk Management 16/17: Changes in risk parameters
26 mai 2017 08h49 HE
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Risk Management
New parameters will apply from June 1, 2017
Nasdaq Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 13 in Nasdaq Derivatives Markets Rules &...
Risk Management 15/17: Update of Collateral Deficit Limit in the Intra-Day Limit Policy
19 mai 2017 07h56 HE
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Risk Management
Nasdaq Clearing will with immediate effect introduce a reduction in collateral deficit limit in absolute terms applicable according to the Intra-Day Limit Policy for Commodities- and Financial...
Risk Management 14/17: Changes in CCP capital calculation parameters
10 mai 2017 10h56 HE
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Risk Management
Nasdaq Clearing has updated the figures for calculation of capital requirement towards the exposure on the Financial, Commodities, and Seafood markets default fund.
The CCP capital calculation...
Risk Management 13/17: Changes in risk parameters
27 avr. 2017 06h12 HE
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Risk Management
New parameters will apply from May 3, 2017
Nasdaq Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 13 in Nasdaq Derivatives Markets Rules &...
Risk Management 12/17: Collateral haircut updates
26 avr. 2017 04h36 HE
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Risk Management
Notification of changes to: Appendix 14 of the Clearing Rules of Nasdaq Derivatives Markets - Collateral List and Appendix 5 of the Default Fund Policy Paper - Eligible Funds
Nasdaq Derivatives...
Risk Management 11/17: Changes in risk parameters
21 avr. 2017 04h30 HE
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Risk Management
New parameters will apply from April 26, 2017
Nasdaq Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 13 in Nasdaq Derivatives Markets Rules &...
Risk Management 10/17: Changes in CCP capital calculation parameters
13 avr. 2017 04h31 HE
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Risk Management
Nasdaq Clearing has updated the figures for calculation of capital requirement towards the exposure on the Financial, Commodities, and Seafood markets default fund.
The CCP capital calculation...
Risk Management 9/17: Change of Margin Concentration Limits
16 mars 2017 09h59 HE
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Risk Management
Notification of changes to Appendix 13 of the Clearing Rules of Nasdaq Derivatives Markets – Parameter Value List
The following changes will be made:
Change of threshold values for...
Risk Management 8/17: Changes in risk parameters
16 mars 2017 05h37 HE
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Risk Management
New parameters will apply from March 21, 2017
Nasdaq Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 13 in Nasdaq Derivatives Markets Rules &...