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March 24, 2015 08:28 ET | Source: Risk Management

Risk Management: Changes in parameter values (7/15)

NASDAQ OMX Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 13 in NASDAQ OMX Derivatives Markets Rules & Regulations. For further information...
March 06, 2015 05:04 ET | Source: Risk Management

Risk Management: Changes in CCP capital calculation parameters (6/15)

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...
February 17, 2015 09:50 ET | Source: Risk Management

Risk Management: Changes in parameter values (5/15)

NASDAQ OMX Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 13 in NASDAQ OMX Derivatives Markets Rules & Regulations. For further information...
February 12, 2015 08:13 ET | Source: Risk Management

Risk Management: Changes in FRA option valuation (4/15)

Due to changed market conditions with interest rates trading close to zero and negative, NASDAQ OMX Clearing will herby change the methodology for calculating prices on FRA Options (IRG). The new...
February 04, 2015 11:28 ET | Source: Risk Management

Risk Management: Changes in CCP capital calculation parameters (3/15)

NASDAQ OMX 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...
January 15, 2015 08:42 ET | Source: Risk Management

Risk Management: Changes in parameter values (2/15)

NASDAQ OMX Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 13 in NASDAQ OMX Derivatives Markets Rules & Regulations. For further information...
January 07, 2015 07:01 ET | Source: Risk Management

Risk Management: Changes in CCP capital calculation parameters (1/15)

NASDAQ OMX 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...
December 11, 2014 07:39 ET | Source: Risk Management

Risk Management 23/14: Changes to Collateral List

The following changes will be made: Value after haircut for the following equities: ABB from 66% to 68% GETI B from 68% to 66% SECU B from 73% to 75% The...
December 10, 2014 11:59 ET | Source: Risk Management

Risk Management: Changes in parameter values (23/14)

NASDAQ OMX Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 13 in NASDAQ OMX Derivatives Markets Rules & Regulations. For further information...
December 05, 2014 03:15 ET | Source: Risk Management

Risk Management: Changes in CCP capital calculation parameters (22/14)

NASDAQ OMX 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...