www.jpx.co.jp/jscc/information/news/20260323-2.html
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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24日～2026年3月27日)～ | 株式会社日本証券クリアリング機構
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https://www.jpx.co.jp/jscc/information/news/20260323-2.html
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This page announces the judgment results of JSCC's emergency review of AS-VaR parameters. The recalculated AS-VaR parameter value for the gold group met the activation criteria for emergency review, prompting the update of AS-VaR parameters applicable from March 24 to March 27, 2026. The parameters are available for download via the provided link. JSCC reserves the right to modify all or part of the AS-VaR parameters if market conditions change significantly or new products are listed during the application period.
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