港交所(00388.HK)為結算參與者推出VAR平台
港交所(00388.HK)宣布,今日(13日)旗下證券市場推出全新交易後服務VaR平台,同時引進組合按金計算方法。VaR平台適用於所有為香港交易所市場的證券交易進行結算的結算參與者,平台採用最新的按金及壓力測試模型計算按金及儲備基金。
港交所指,VaR平台的主要特點是因應個別股票波幅而釐定按金要求,而非像以往所有證券劃一按金比率。新的按金計算模型大大增強證券結算所的韌性,符合不斷變化的國際監管標準,同時提高透明度和市場參與者的成本效益。
港交所聯席營運總監莊博禮表示,平台的新按金計算方法增強了港交所的韌性並提高資本效率,通過節省多元化投資組合的保證金支出,以支持結算參與者。港交所將繼續與夥伴及持份者合作,探究提升市場的韌性和吸引力,建設面向未來的領先市場。
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