SEBI Revises ‘Stress Testing Framework’ for Equity Derivatives to Enhance Determination of Core SGF Corpus
- Blog|News|Company Law|
- < 1 minute
- By Chetan Kulasri
- |
- Last Updated on 4 October, 2024
Latest from Taxmann
Circular No. SEBI/HO/MRD/MRD-PoD-2/P/CIR/2024/131, Dated 01.10.2024
SEBI has revised the stress testing framework for equity derivatives segment to determine the Minimum Required Corpus (MRC) of Core Settlement Guarantee Fund (Core SGF). The updated guidelines introduce new stress testing methodologies like Stressed VaR, Filtered Historic Simulation, & Factor Model to capture tail risks more effectively. Further, the Clearing Corporations shall jointly frame a policy on updation and review of stress periods and get it approved by their Risk Committees.
Click Here To Read The Full Circular
Disclaimer: The content/information published on the website is only for general information of the user and shall not be construed as legal advice. While the Taxmann has exercised reasonable efforts to ensure the veracity of information/content published, Taxmann shall be under no liability in any manner whatsoever for incorrect information, if any.
CA | CS | CMA
