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Review of Stress Testing Methodology for Positions with Early Pay-in

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Full Text of the Document

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....iew of Stress Testing Methodology for Positions with Early Pay-in 1. SEBI vide Circular SEBI/HO/CDMRD/DRMP/CIR/P/2018/111 dated July 11, 2018, inter alia, prescribed norms related Stress Testing. In consultation with Clearing Corporations (CCs), to address the concern regarding high stress loss figures on positions with early pay-in, following clause stands inserted at end of Part-B provided un....