Risk Parameter definition

Risk Parameter means a risk parameter multiplier as determined by CROPEX from time to time and notified to Members; and
Risk Parameter means with respect to the bond underlying the relevant Bonds Auction Unit the fraction of (i) the Additional Margin requirement for such Bonds Auction Unit and (ii) the product of (a) the Nominal Size of the Bonds Auction Unit and (b) the last available settlement price of the bond underlying the relevant Bonds Auction Unit. For each (Mandatory) Bid submitted by a Bonds Mandatory Participant under any DM Bonds Auctions which is not below the relevant Reference Price, such Bonds Mandatory Participant receives a credit (“Credit”). For each Mandatory Bid submitted by a Bonds Mandatory Participant under any DM Bonds Auctions which is below the relevant Reference Price, such Bonds Mandatory Participant receives a debit (“Debit”). Each Credit is calculated with respect to the relevant Mandatory Bid as the product of (i) 0.25 and (ii) the Additional Margin requirement with respect to the relevant Bonds Auction Unit. The Bonds Mandatory Participant also receives a Credit in case it has purchased the relevant bonds from Eurex Clearing AG via independent trades; such Credit is calculated as the product of (i) a number between 0.01 and 0.1 as determined by Eurex Clearing AG in the individual case after consultation with the relevant DMC and (ii) the Additional Margin requirement with respect to the relevant Bonds Auction Unit. Each Debit is calculated with respect to the relevant Mandatory Bid as the product of (i) 0.5 and (ii) the Additional Margin requirement with respect to the relevant Bonds Auction Unit. In individual cases, Eurex Clearing AG is entitled to adjust the multiplier after consultation of the relevant DMC. If, following a Realisation Event with respect to the relevant Affected Clearing Member (but not with respect to any other Realisation Event), the Contributions to the Clearing Fund of the Non-Affected Clearing Members are realised, parts of the Contributions to the Clearing Fund of the Mandatory Participants whose Debits exceed the Credits shall be realised prior to the Contributions to the Clearing Fund of the other Non-Affected Clearing Members, The amount of the Contributions to the Clearing Fund of the Bonds Mandatory Participant, which shall be realised prior to the Contributions to the Clearing Fund of the other Non-Affected Clearing Members, shall be calculated as follows: the product of (i) the fraction of (a) the sum of all Credits minus the sum of all Debits and Non-Bidding Debits and (b) the sum of the Additional Margin requirements for...
Risk Parameter means with respect to the bond underlying the relevant Bonds Auction Unit the fraction of (i) the Additional Margin requirement for such Bonds Auction Unit and (ii) the product of (a) the Nominal Size of the Bonds Auction Unit and (b) the last available settlement price of the bond underlying the relevant Bonds Auction Unit.

Examples of Risk Parameter in a sentence

  • The IPM and the Risk Parameter are reviewed at least annually, taking into account the investment and taxation environment in which the Authority operates.

  • The Risk Parameter defines this level of risk and the Investment Performance Measure is the expected return.

  • The principal purpose of the proposed rule change is to make changes to ICC’s Risk Parameter Setting and Review Policy.

  • The Authority considers that the Risk Parameter is consistent with an expected after-tax return equivalent to the NZX New Zealand Government Stock Gross Return Index (after-tax), plus at least 2.5% per annum, measured over rolling 10 year periods.

  • The Risk Parameter and Investment Performance Measure define this balance of risk and return.

  • The Risk Parameter is to have no more than a one in ten chance in any one year of a loss after-tax greater than 9% of the total Fund.

  • The Fund’s performance is assessed by comparing its after-tax investment return with the IPM and its risk with the Risk Parameter.

  • SEBI vide circular number SEBI/HO/CDMRD/CDMRD_DRM/P/CIR/2021/689 dated December 16, 2021 informed about Cut-off Time for generation of last Risk Parameter File (RPF) for client’s margin collection purpose and modification in framework to enable verification of upfront collection of margins from clients in commodity derivatives segment.

  • Risk management is further supported by the Corporate Governance Statement, acceptable conduct policies for Board members and Management, Board expenditure policies and procedures, defined roles and responsibilities, performance accountability processes and timely disclosure and communication.The level of investment risk in the Fund is defined by the Risk Parameter and the Authority’s risk management procedures described in section 9.3. A description of the major risk categories are set out below.

  • However, this action MUST be done before System Input Cutoff Time for all DCASS reports except for Risk Parameter File (RPF), where Clearing Participants can retrieve RPF via DCASS Terminal before 8:30 a.m. on the next business day or download it from HKEX website at http://www.hkex.com.hk/tod/markinfo/riskdata.asp.


More Definitions of Risk Parameter

Risk Parameter means a risk parameter multiplier as determined by Nord Pool from time to time and notified to Clearing Members via its website; and
Risk Parameter means a risk parameter multiplier as determined by Nord Pool;
Risk Parameter means a risk parameter multiplier as determined by CROPEX from time to

Related to Risk Parameter

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