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SEBI Cuts Z-Score Threshold To 5 From 10 For Commodity Stress Tests

The revised SEBI framework caps extreme historical price movements at a Z-score of five, potentially reducing stress losses and Core Settlement Guarantee Fund requirements.

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NDTVCenter·2h ago
SEBI Cuts Z-Score Threshold To 5 From 10 For Commodity Stress Tests
The revised SEBI framework caps extreme historical price movements at a Z-score of five, potentially reducing stress losses and Core Settlement Guarantee Fund requirements.
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SEBI Cuts Z-Score Threshold To 5 From 10 For Commodity Stress Tests

How 1 sources are covering this

SEBI Cuts Z-Score Threshold To 5 From 10 For Commodity Stress Tests

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