Change to the Risk Calculation Methodology of the B3 Clearinghouse and to the B3 Clearinghouse Risk Management Manual

  • Aug 17, 2022
Change to the Risk Calculation Methodology of the B3 Clearinghouse and to the B3 Clearinghouse Risk Management Manual

Change to the Risk Calculation Methodology of the B3 Clearinghouse and to the B3 Clearinghouse Risk Management Manual

B3 informs you that as of August 29, 2022, the following change will be made to the risk calculation methodology of the B3 Clearinghouse: an optimized style closeout strategy will be used for determining groups of contracts and agreements.

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