Risk Parameters & Initial Margins | | | | | Name | Effective Date | File Size | File | |
Margin Parameters for Interest Rate, Equity, Equity Index, EXTF and Volatility Index Derivatives
| 02 Sep 2010 | 308 kB
|  | | Spread Margin Parameters | 02 Sep 2010 | 248 kB
| | | Margin Group Parameters | 24 Mar 2010 | 27 kB
| | | Margin Parameters CCP Instruments (excl. Bonds) | 02 Sep 2010 | 1,872 kB
| | | Margin Parameters for Bonds and Repos | 02 Sep 2010 | 1,348 kB
| | | Collateral Acceptance and Haircuts | 27 Aug 2010 | 1,589 kB
| | | Currency Haircuts | 02 Sep 2010 | 10 kB
| | | Admissible Securities | 02 Sep 2010 | 401 kB
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