The judgment result of Ad Hoc Modification of SPAN Parameters (Not triggered)
2018/08/01
Today, as a result the judgment of Ad Hoc Modification of SPAN Parameters, the Ad Hoc Modification was not triggered for the 10-year JGB Group as the value of the recalculated SPAN Parameter didn't satisfy the trigger criteria. The SPAN Parameter already published will be used continuously for margin calculation.
Getting SPAN
