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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3月10日～2026年3月13日)～ | 株式会社日本証券クリアリング機構

https://www.jpx.co.jp/jscc/information/news/20260309-2.html
April 8, 2026 at 02:30 AM JSTThe archive page, viewer, and downloads use this saved version.
April 8, 2026 at 02:30 AM JST·www.jpx.co.jp

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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3月10日～2026年3月13日)～ | 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/20260309-2.html
StartedApril 8, 2026 at 02:30 AM JST

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This page announces the results of JSCC's emergency review of AS-VaR parameters. The recalculated AS-VaR parameter values for the Dubai crude oil group and Brent gasoline group triggered the activation criteria for emergency review. Consequently, JSCC has set AS-VaR parameters applicable from March 10-13, 2026. The parameter files can be accessed via the provided link. JSCC reserves the right to partially or fully modify the parameters if market conditions change significantly or new products are listed.

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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3月10日～2026年3月13日)～ | 株式会社日本証券クリアリング機構 - Saved screenshot

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