Notice

ASX Clear – Credit Stress Test (CST) methodology

What's this about:
  • ASX Market
  • Clearing
  • Operations
  • Risk
  • Equities
  • Exchange Traded Products (ETP) & mFund
  • Options & ETOs
  • Flexclear OTC
Notice reference number: 1320.24.11
Date published: 11/11/24
Effective as of: 23/11/24
Last updated: 11/11/24

ASX is implementing SWWR scenarios on 23 November 2024.

These changes will only apply to participants who clear equities for a related listed entity or post equity of a related entity as collateral for client positions.

All Credit Stress Test scenarios applicable to cash market products are available in Appendix 1-Cash market scenarios and equity derivatives are available in Appendix 2-Equity option scenarios.

What do I need to do by when?

The revised CST changes will be implemented on Saturday, 23rd November and will take effect Monday, 25th November.

Need more information?

Issued by

Clearing Risk Oversight

Contact information

Email: CROversight@asx.com.au

Disclaimer