ECC Collateral Parameter Change
Affected Period
Status
Closed
Category
SEMOpx
Run Type
Created
Last Updated
Dear Member,
ECC are updating the Initial Margin Spot Market (IMSM) model parameters for the ex-ante markets calculation of collateral.
Details can be found in Circular No. 45. In case of questions regarding this change, please contact Clearing Operations via clearing@ecc.de.
Kind regards,
SEMOpx