Risk Parameters
 | | | | |
Name
|
Effective Date
|
File Size
|
File
| |
Margin Parameters for Interest Rate, Equity, Equity Index, EXTF and Volatility Index Derivatives
|
04 Jul 2008
| 287 kB |  | |
Spread Margin Parameters
|
14 Aug 2007
| 70 kB | | |
Margin Group Parameters
|
10 Jun 2008
| 16 kB | | |
Margin Parameters CCP Instruments (excl. Bonds)
|
04 Jul 2008
| 1,124 kB | | |
Margin Parameters for Bonds and Repos
|
04 Jul 2008
| 1,037 kB | | |
Collateral Acceptance and Haircuts
|
03 Jun 2008
| 22 kB | | |
Currency Haircuts
|
04 Jul 2008
| 11 kB | |
| |
