Judgement regarding Ad Hoc Modification of AS-VaR Parameters - Update of AS-VaR Parameters (August 6, 2024 – August 9, 2024)
2024/08/05
As a result of the judgment pertaining to ad hoc modification of AS-VaR Parameters, because recalculated AS-VaR Parameter values of the Gold Group and Crude Oil Group exceed the threshold for ad hoc modification, JSCC sets new AS-VaR Parameters effective for August 6, 2024 (Tue.) – August 9, 2024 (Fri.) as below (Getting AS-VaR Parameter File).
Getting AS-VaR Parameter File
