Risk Management > Risk Parameters  

Risk Parameters

NameEffective DateFile SizeFile
Margin Parameters for Interest Rate, Equity, Equity Index, EXTF and Volatility Index Derivatives 03 Feb 2012357 kB
Spread Margin Parameters03 Feb 2012289 kB
Margin Group Parameters13 Dec 201137 kB
Margin Parameters CCP Instruments (excl. Bonds)03 Feb 20122,449 kB
Margin Parameters for Bonds and Repos03 Feb 20121,301 kB
Collateral Acceptance and Haircuts31 Jan 201245 kB
Currency Haircuts03 Feb 201210 kB
Admissible Securities03 Feb 2012434 kB









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