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

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..... 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 under Annexure to th .....

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..... ors in securities and to promote the development of, and to regulate the securities market. 4. This circular is available on SEBI website at www.sebi.gov.in. Yours faithfully, Vishal V. Nair Deputy General Manager Division of Risk Management Commodity Derivatives Market Regulation Department [email protected] - Circular - Trade Notice - Public Notice - Instruc .....

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