Risk Parameters & Initial Margins
 | | | | |
Name
|
Effective Date
|
File Size
|
File
| |
Margin Parameters for Interest Rate, Equity, Equity Index, EXTF and Volatility Index Derivatives
|
18 Mar 2010
| 278 kB |  | |
Spread Margin Parameters
|
18 Mar 2010
| 245 kB | | |
Margin Group Parameters
|
02 Dec 2009
| 28 kB | | |
Margin Parameters CCP Instruments (excl. Bonds)
|
18 Mar 2010
| 1,591 kB | | |
Margin Parameters for Bonds and Repos
|
18 Mar 2010
| 1,398 kB | | |
Collateral Acceptance and Haircuts
|
28 Jan 2010
| 1,580 kB | | |
Currency Haircuts
|
18 Mar 2010
| 11 kB | | |
Admissible Securities
|
18 Mar 2010
| 388 kB |  |
| |
