In the following ECC describes the planned changes1 to the default fund calibration. The changes implement a new target maximum to the total default fund size of currently 13,5% of the total initial margin as recommended by the ECC Risk Committee.
In the following ECC describes the planned changes1 to the default fund calibration. The changes implement a new target maximum to the total default fund size of currently 13,5% of the total initial margin as recommended by the ECC Risk Committee.