Review of risk management framework for Equity Derivatives Segment

Review of risk management framework for Equity Derivatives Segment https://www.taxtmi.com/circulars?id=58436 The circular mandates a minimum Margin Period of Risk (MPOR) of two days or higher per product based on liquidity, requiring Clearing Corporations and Exchanges to scale up initial and exposure margins via an expanded Price Scan Range (PSR) for computing Worst Scenario Loss; it also standardises PSR for index contracts and raises the Short Option Minimum Charge. en-us Mon, 17 Dec 2018 00:00:00 +0530 Wed, 19 Dec 2018 10:30:00 +0530 TaxTMI RSS Generator Review of risk management framework for Equity Derivatives Segment https://www.taxtmi.com/circulars?id=58436 The circular mandates a minimum Margin Period of Risk (MPOR) of two days or higher per product based on liquidity, requiring Clearing Corporations and Exchanges to scale up initial and exposure margins via an expanded Price Scan Range (PSR) for computing Worst Scenario Loss; it also standardises PSR for index contracts and raises the Short Option Minimum Charge. Circulars SEBI Mon, 17 Dec 2018 00:00:00 +0530 https://www.taxtmi.com/circulars?id=58436