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Discontinued support of MPKR methodology as of 30 June 2015

As previously communicated in letter no. CCP/ZW/138/2015 of 5 March 2015, please be reminded that the MPKR methodology will no longer be supported as of 30 June 2015 to the extent of the distribution of files containing risk parameters and scenarios (ZAR files).
SPAN will be the only margin calculation methodology supported by KDPW_CCP as of 1 July 2015.

Last modified: 22-05-2015 Go up