LCH EquityClear SA goes live with new VaR margin model for Cash Equities
The Value at Risk (VaR) methodology has been applied across all unsettled cash equity positions on LCH EquityClear SA across 12 regulated markets.
The Value at Risk (VaR) methodology has been applied across all unsettled cash equity positions on LCH EquityClear SA across 12 regulated markets.
Deutsche Börse Group’s post-trade infrastructure provider Clearstream Banking S.A. has announced that it and LCH Ltd have agreed to make […]