(On June 10 Go-Live) Reminder VaR Margin Calculation Software (VMA) Upgrade
2024/06/07
This is to remind you of the Go-Live of VaR Margin Calculation Software (VMA) upgrade (v1.0 to 2.0) scheduled for 6/10/2024 as the Go-Live date is the next business day.
This VMA upgrade is implemented in association with the layout change of the VaR Parameter File (VPF) scheduled for the same date. Users are required to use the “Upgraded Version (v2.0)” from their Margin calculation on 6/10/2024 regardless of user mode (GUI, CLI, API).
Please visit following link for details of the software upgrade.
To Investors: Publication of the VaR Margin Calculation Software (VMA) Upgrade and related Documents
-To those who use VaR parameter file (VPF) released today with the VMA Upgraded Version (v2.0).
We have published today’s VPF converted to the new layout for use in the VMA upgrade process.
Please use this file if you load the VPF distributed today with the VMA Upgraded Version.
The BPF and APF published today can be used without conversion.
File Name：VaRParameter_20240607_1600.csv
