Intercontinental Exchange extends ICE Risk Model 2 to interest rate products
The Value-at-Risk (VaR)-based portfolio margining methodology now applies to ICE's interest rate and fixed income derivatives complex.
GetSignal Intercontinental Exchange, Inc. ICE
Intercontinental Exchange said on October 22, 2026, that it has expanded its Value-at-Risk (VaR)-based portfolio margining methodology, ICE Risk Model 2 (IRM 2), to its interest rate and fixed income derivatives complex.
Key facts
- Methodology
- ICE Risk Model 2 (IRM 2)
- Expanded to
- ICE's interest rate and fixed income derivatives complex
- Announced
- October 22, 2026
Source: The company's release on Business Wire, October 22, 2026.
Written by GetSignal with AI from the company's press release.
Not investment advice.
