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Risk parameters and initial margins

Risk parameters and initial margins

  • 21 May 2013

    Margin Parameters for Interest Rate, Equity, Equity Index, EXTF and Volatility Index Derivatives

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  • 21 May 2013

    Margin Parameters CCP Instruments (excl. Bonds)

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  • 21 May 2013

    Margin Parameters for Bonds and Repos

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  • 21 May 2013

    Spread Margin Parameters

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  • 21 May 2013

    Currency haircuts

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  • 21 May 2013

    Collateral Acceptance and Haircuts

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  • 21 May 2013

    Admissible securities

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  • 31 Jan 2013

    Margin Group Parameters

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