Review of Inclusion of Historical Scenarios in Stress Testing for Commodity Derivatives Segment

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....modity Derivatives Segment Sir / Madam, Subject: Review of Inclusion of Historical Scenarios in Stress Testing for Commodity Derivatives Segment 1. SEBI Master Circular SEBI/HO/MRD/MRD-PoD-1/P/CIR/2023/136 for Commodity Derivatives Segment dated Aug 04, 2023, inter alia, prescribes norms related to Core Settlement Guarantee Fund (SGF). The extant provisions pertaining to applicable value ....

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....licable MPOR period across 15 years would be used for calculation of the Z-score." 2. SEBI has received representations to review the aforementioned extant provision related to Z-Score for Commodity Derivatives Market. 3. Based on representations received from stakeholders, recommendation of the Risk Management Review Committee (RMRC) and public comments received, and with the objective of f....

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....xercise of the powers conferred under Section 11(1) of the Securities and Exchange Board of India Act, 1992, read with Regulation 51 of the Securities Contracts (Regulation) (Stock Exchanges and Clearing Corporations) Regulations, 2018 to protect the interests of investors in securities and to promote the development of, and to regulate the securities market. 6. The Circular is issued with the ....