Risk Parameters & Initial Margins | | | | | Name | Effective Date | File Size | File | |
Margin Parameters for Interest Rate, Equity, Equity Index, EXTF and Volatility Index Derivatives
| 08 Feb 2012 | 474 kB
|  | | Spread Margin Parameters | 08 Feb 2012 | 289 kB
| | | Margin Group Parameters | 13 Dec 2011 | 37 kB
| | | Margin Parameters CCP Instruments (excl. Bonds) | 08 Feb 2012 | 2,453 kB
| | | Margin Parameters for Bonds and Repos | 08 Feb 2012 | 1,305 kB
| | | Collateral Acceptance and Haircuts | 31 Jan 2012 | 45 kB
| | | Currency Haircuts | 08 Feb 2012 | 10 kB
| | | Admissible Securities | 08 Feb 2012 | 436 kB
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