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【3月9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（ドバイ原油グループ） | 株式会社日本証券クリアリング機構

https://www.jpx.co.jp/jscc/information/news/20260309-1.html

April 8, 2026 at 02:33 AM JST•The archive page, viewer, and downloads use this saved version.

April 8, 2026 at 02:33 AM JST·www.jpx.co.jp

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【3月9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（ドバイ原油グループ） | 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/20260309-1.html

StartedApril 8, 2026 at 02:33 AM JST

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This page is a notice from the Japan Securities Clearing Corporation (JSCC) dated March 9, 2026. It announces that the Dubai crude oil group's daily price change exceeded 90 percent (5,850 yen) of the applicable price volatility risk standard. As a result, JSCC will conduct an interim review assessment of AS-VaR parameters for the Dubai crude oil group, Brent fuel oil group, and Brent gasoline group. The assessment results and affected AS-VaR parameters will be announced again by 6:00 PM on the same day.

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