JSCCによるAS-VaRパラメータの臨時見直しの判定結果について ~AS-VaRパラメータの更新(2026年2月3日~2026年2月6日)~ | 株式会社日本証券クリアリング機構
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JSCCによるAS-VaRパラメータの臨時見直しの判定結果について ~AS-VaRパラメータの更新(2026年2月3日~2026年2月6日)~ | 株式会社日本証券クリアリング機構
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This page announces the Japan Securities Clearing Corporation's (JSCC) review results for the AS-VaR parameters of the gold group. The price volatility risk (BPL) parameter for the gold group, to be applied from February 3-6, 2026, has been revised upward from 1,793,000 yen to 2,195,000 yen. No revisions are made to the gold spot group and Dojima gold futures group parameters. The page notes that margin requirements may increase further if market conditions change dramatically during the application period.
