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