Please note that the Risk Management section on our website will be updated in the coming weeks.
Going forward the Methodologies and Parameter pages include the VAR-based risk model content, currently covered on a dedicated page. We will also copy the Risk Management related project documentation, currently captured on Connect, to the operational information on these two pages.
The current VAR-based risk model page will remain till 22 March after which we will disable the page.
The new content will only be available in English.
After the go live of the derivatives Optiq migration we will also update the pages to reflect the impact for the IDEX and AGREX markets.
We strongly advise that you explore the updated Euronext.com Methodologies and Parameter pages to get familiar with the new naming an position of the files.
Other pages concerned:
Queries
Please find free to contact our Risk Management at the following email address (Euronext Clearing - Risk Management Group CCP-rm.group@euronext.com ) for any queries.