Market Turnover
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VaR Platform

With a focus on being “Technology Empowered” at the heart of our approach, HKEX is proud to launch VaR Platform, a brand new platform for post-trade clients; enabling a new risk-adjusted way of calculating the initial margin and stress testing our market default fund. This approach enables client risks to be managed in accordance with compliance and regulatory requirements, whilst at the same time maximising transparency and cost-efficiency across market participants.

 

VaR Platform Enquiry:
Tel: (852) 2211 6828
 Email: NG_PostTrade@hkex.com.hk


Risk Parameter File (RPF) Workshop
To walkthrough the use of RPF for margin calculation under the new risk model and Initial Margin Calculation Guide.
Getting Started