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Introducing the “In Favour Of” filter in Case Laws.
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of <h1>SEBI Revises Margin Framework for Cash and Derivatives Segments, Excluding Commodities, Effective May 1, 2020; Enhances Risk Management Efficiency.</h1> The Securities and Exchange Board of India (SEBI) has revised the margin framework for cash and derivatives segments, excluding commodity derivatives, effective May 1, 2020. The changes aim to enhance risk management efficiency and involve adjustments to VaR margin rates, extreme loss margins, and volatility calculations. For cash markets, VaR margins vary by stock group, while derivatives have specific price and volatility scan ranges. Additional margins apply to highly volatile stocks. Clearing Corporations are responsible for risk management, with SEBI's framework serving as a minimum standard. Stock exchanges must implement these changes and report compliance to SEBI.
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