Sebi’s new stress testing methods to boost resilience in equity derivatives

Sebi’s new stress testing methods to boost resilience in equity derivatives

Source: Live Mint The Securities and Exchange Board of India (Sebi) had first introduced new stress testing methodologies for determining credit exposure in CCs, including both hypothetical and historical scenarios to calculate potential losses when closing out client positions on October 16, 2023. CCs confirm, settle and ensure delivery of securities for trading on an…

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