Publication Of JPX Working Paper, Vol.45 "Migration To New Margin Calculation Method (JSCC-VaR) In Listed Financial Derivatives Brief Overview And Impact Analysis"

Japan Exchange Group, Inc. (JPX) today published JPX Working Paper, Vol.45 "Migration to New Margin Calculation Method (JSCC-VaR) in Listed Financial Derivatives Brief Overview and Impact Analysis".

* This Japanese version was released on January 20, 2025.

JPX Working Papers highlight research and studies on changes in the market and regulatory environment with the aim of raising competitiveness. Conducted by officers and employees of JPX, its subsidiaries, and affiliates, as well as outside researchers, JPX Working Papers are intended to draw comments widely from academia, research institutions, and other market participants and observers.

The contents and opinions of the published papers belong to the individual authors and do not represent the official views of Japan Exchange Group, etc.