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【2月2日】JSCCによるAS-VaRパラメータの臨時見直しの判定作業の実施について（金グループ） | 株式会社日本証券クリアリング機構

https://www.jpx.co.jp/jscc/information/news/20260202-1.html

April 8, 2026 at 03:06 AM JST•The archive page, viewer, and downloads use this saved version.

April 8, 2026 at 03:06 AM JST·www.jpx.co.jp

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【2月2日】JSCCによるAS-VaRパラメータの臨時見直しの判定作業の実施について（金グループ） | 株式会社日本証券クリアリング機構

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Original URLhttps://www.jpx.co.jp/jscc/information/news/20260202-1.html

StartedApril 8, 2026 at 03:06 AM JST

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About this pageAI generated

This page is a notice from the Japan Securities Clearing Corporation (JSCC) dated February 2, 2026. Due to the daily change in the settlement price of gold standard futures contracts exceeding 90 percent (1,613 yen) of the currently applicable price volatility risk threshold, JSCC will conduct an emergency review evaluation of AS-VaR parameters for the gold group, gold spot group, and Dojima gold delivery group. The results of this evaluation and the AS-VaR parameters subject to temporary changes will be announced by 6:00 PM on the same day.

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