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Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (March 24, 2026 - March 27, 2026) | Japan Securities Clearing Corporation

https://www.jpx.co.jp/jscc/en/information/news/20260323-2.html

April 7, 2026 at 09:36 PM JST•The archive page, viewer, and downloads use this saved version.

April 7, 2026 at 09:36 PM JST·www.jpx.co.jp

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Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (March 24, 2026 - March 27, 2026) | Japan Securities Clearing Corporation

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Original URLhttps://www.jpx.co.jp/jscc/en/information/news/20260323-2.html

StartedApril 7, 2026 at 09:36 PM JST

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This page announces JSCC's judgment regarding ad hoc modification of AS-VaR Parameters. As the recalculated AS-VaR Parameter values for the Crude Oil Group exceeded the threshold for ad hoc modification, JSCC has set new AS-VaR Parameters effective from March 24, 2026 to March 27, 2026. The updated parameter file is available on the corporation's website.

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Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (March 24, 2026 - March 27, 2026) | Japan Securities Clearing Corporation - Saved screenshot

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