Flagship. Computes the CSDR cash penalty for a settlement fail: selects the asset-class daily rate (including Oct-2025 RTS increases), applies fail duration and reference notional, credits partial settlement, and projects forward penalty exposure. Part of the settlement-discipline-penalty and settlement-discipline-buyin chains.
W-A FLAGSHIPEquities 1 bp/day · SSA bonds 0.50 bp/dayESMA RTS 13 Oct 2025Verify current rates
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