ECC Collateral Parameter Change

Affected Period

Status
Closed

Category
SEMOpx

Run type

Created
08/11/2021 17:22

Last Updated
08/11/2021 17:22

Dear Member, 

ECC are updating the Initial Margin Spot Market (IMSM) model parameters for the ex-ante markets calculation of collateral.  

Details can be found in Circular No. 45. In case of questions regarding this change, please contact Clearing Operations via clearing@ecc.de.

Kind regards,

SEMOpx