Risk Management 15/16: Changes in CCP capital calculation parameters


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 parameters are attached to this message and will also be found on the link below from next week.

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.


Attachments

CRDIV - 20160630.xls