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New parameter estimation routine In order to comply with EMIR regulation concerning measures to counter pro-cyclicality in margin requirements, a 10-year floor has been applied to the risk...
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NASDAQ OMX Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 11 in NASDAQ OMX Derivatives Markets Rules & Regulations. For further information...
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Please note that the appendix number of the Collateral List is changing from 12 to 14. The new Appendix 14 will come into force 2013-09-03. The following updates have been made to Appendix 14 –...
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NASDAQ OMX Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 11 in NASDAQ OMX Derivatives Markets Rules & Regulations. For further information...
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NASDAQ OMX Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 11 in NASDAQ OMX Derivatives Markets Rules & Regulations. The parameter changes apply to...
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NASDAQ OMX Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 11 in NASDAQ OMX Derivatives Markets Rules & Regulations. For further information...
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NASDAQ OMX will on the 7th of October 2013 have a mandatory migration of all fixed income derivatives instrument to the CFM margin model. All members with fixed income derivatives instrument...
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The new Appendix 12 for CMS will come into force 2013-06-17, but will only apply to individual Clearing Members and Direct Pledging Customers migrated to CMS. Changes to Appendix 12 – Collateral...
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NASDAQ OMX Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 11 in NASDAQ OMX Derivatives Markets Rules & Regulations. For further information...
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NASDAQ OMX Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 11 in NASDAQ OMX Derivatives Markets Rules & Regulations. The parameter changes apply to...