Clearing Organization Rules : 37911
Organization: ICLREU2
Description: ICEU is adopting a new Procyclicality Framework, in order to establish an overall framework for the risk appetite, model design, monitoring and assessment and management of procyclicality in the risk models used by ICEU to manage default risk.
Official Receipt Date: 2017-12-11 00:00:00
Status: Certified
Date: 2017-12-26 00:00:00
Remarks:
| Associated Documents |
|---|
| ICE Clear Europe CFTC Filing - Procyclicality Framework |
| ICE Clear Europe FOIA request - APC Filing 11122017 |