The adjustment implemented is in line with section 15.4 of the Nord Pool Clearing Rules. A three year lookback period has been applied to the risk price parameter calculation for all markets with the exception of the UK, for which a lookback period from 15 May 2021-15 September 2021 has been applied due to extraordinarily high recent prices.
You can view the updated risk price parameters online here: https://www.nordpoolgroup.com/trading/Clearing/Collateral/
Nord Pool desk
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