Risk Parameters & Initial Margins
 | | | | |
Name
|
Effective Date
|
File Size
|
File
| |
Margin Parameters for Interest Rate, Equity, Equity Index, EXTF and Volatility Index Derivatives
|
03 Jul 2009
| 357 kB |  | |
Spread Margin Parameters
|
19 Feb 2009
| 70 kB | | |
Margin Group Parameters
|
08 Jan 2009
| 29 kB | | |
Margin Parameters CCP Instruments (excl. Bonds)
|
03 Jul 2009
| 1,411 kB | | |
Margin Parameters for Bonds and Repos
|
03 Jul 2009
| 1,307 kB | | |
Collateral Acceptance and Haircuts
|
10 Jun 2009
| 25 kB | | |
Currency Haircuts
|
03 Jul 2009
| 11 kB | | |
Admissible Securities
|
03 Jul 2009
| 386 kB |  |
| |
