The TWSE shall calculate each month a securities firm's daily average value at risk (the "calculated value"), and notify the securities firm to make a supplemental deposit to the Fund, or make a refund to the securities firm from the Fund, as follows:
"Basic amount" in the preceding paragraph means the amount payable to the Fund by a securities firm as calculated by the TWSE under Article 10 of the Regulations Governing Securities Firms. "Daily average value at risk" means the daily average value calculated by the TWSE by the risk value calculation model.
- If 80 percent of the calculated value is greater than the basic amount the securities firm has already deposited to the Fund, the securities firm shall make a supplemental deposit to cover the difference.
- If 80 percent of the calculated value is less than the basic amount the securities firm has already deposited to the Fund, the TWSE shall refund the difference. The securities firm's amount in the Fund after refunding of the difference may not be less than the basic amount deposited to the Fund by the securities firm.