On Oct. 15, BVMF issued market risk to trade metric in line clearing.
BVMF issued new aggregated market risk to trade (RMKTN) metric in line clearing.
RMKTN aims to mitigate the increase in risk generated by the set of trades carried out throughout the day compared to the risk of the opening portfolio of a given principal.
Line Clearing
Assignment of limits to the new metric will be mandatory at the document level and its configuration is responsibility of trading participant/responsible settlement participant.
Metric violation or failure to set a limit, will result in all open orders being canceled.
Workshop
Technical workshop on TV B3 will be held on Oct. 24th, 2024 and Oct. 25th, 2024.
