Risk Management > Risk Parameters  

Risk Parameters

Name Effective Date File Size File
Margin Parameters for Interest Rate, Equity, Equity Index, EXTF and Volatility Index Derivatives 09 Feb 2010 271 kB
Spread Margin Parameters 05 Jan 2010 147 kB
Margin Group Parameters 02 Dec 2009 28 kB
Margin Parameters CCP Instruments (excl. Bonds) 09 Feb 2010 1,558 kB
Margin Parameters for Bonds and Repos 09 Feb 2010 1,420 kB
Collateral Acceptance and Haircuts 28 Jan 2010 1,580 kB
Currency Haircuts 09 Feb 2010 11 kB
Admissible Securities 09 Feb 2010 400 kB








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