【To investors】Provision of VaR Margin Calculation Software v3.0 (β version) and its connection specifications
2024/08/19
JSCC has made publicly available VaR Margin Calculation Software (VMA) v3.0 (β version) and its sample parameter files as follows, related to the upgrade of VMA (v2.0 to v3.0) associated with Listed Derivatives May 2025 Project scheduled to be launched on Monday, May 26, 2025.
> VaR Margin Calculation Software Upgrade (v2.0 to v3.0)
Also, connection specifications of the VMA have been revised partially (“Attachement1 VaR Margin Calculation Software Attachment to Connection Specifications” in “GUI Application Specifications and Annex v3.0”), and VMA users are requested to check it as well.