Methodologies
Methodologies
Initial Margins
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English Version
English 18/03/2021 /sites/default/files/2022-08/4618EN%20202104%20v02.2%20Fixed%20Income%20-%20Margins-Manual-%28MVP%29.pdf Margins Manual (MVP)
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Parameters Methodologies for Fixed Income
English Version
English 15/03/2021 /sites/default/files/2022-08/4568EN%20202104%20v02.2%20Fixed%20Income%20-%20Parameters%20Methodologies%20used%20in%20Margin%20calculations.pdf Parameters Methodologies for Fixed Income
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Fixed Income - SRF Disclosure for Members
English Version
English 15/09/2022 /sites/default/files/2022-09/4569EN%20202207%20v03.1%20Fixed%20Income%20-%20SRF%20Disclosure%20for%20Members_0.pdf Fixed Income - SRF Disclosure for Members
Default Fund
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Fixed Income Default Fund Manual
English Version
English 15/03/2021 /sites/default/files/2021-04/4570EN%20202104%20v02.0%20Fixed%20Income%20-%20Default%20fund%20manual.pdf Fixed Income Default Fund Manual
Equity & Equity Derivatives
Initial Margins
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Parameters Methodologies for Equity&Equity Der
English Version
English 15/03/2021 /sites/default/files/2021-04/4571EN%20202104%20v02.0%20Equity%20Equity%20Der%20-%20Parameters%20methodologies%20used%20in%20margin%20calculations.pdf Parameters Methodologies for Equity&Equity Der
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English Version
English 15/03/2021 /sites/default/files/2021-05/4572EN%20202104%20v02.0%20Equity%20Equity%20Der%20-%20Margin%20system%20manual%20%28MARS%29.pdf Margin Manual (MARS) V2.0
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Methodologies for determining initial margins
English Version
English 21/10/2021 /sites/default/files/2021-10/4573EN%20202110%20v02.1%20Equity%20Equity%20Der%20-%20Methodologies%20for%20determining%20initial%20margins%20CL.pdf Methodologies for determining initial margins
Default Fund
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Equity&Equity Der Default Fund Manual
English Version
English 15/03/2021 /sites/default/files/2021-04/4574EN%20202104%20v02.0%20Equity%20Equity%20Der%20-%20Default%20fund%20manual.pdf Equity&Equity Der Default Fund Manual
Electricity Derivatives
Initial Margins
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Electricity Der - Margins Manual (MMeL)
English Version
English 21/12/2021 /sites/default/files/2021-12/4575EN%20202104%20v05.0%20Electricity%20Der%20-%20Margins%20Manual%20%28MMeL%29.pdf Electricity Der - Margins Manual (MMeL)
Default Fund
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Electricity Der - Default Fund Manual
English Version
English 12/05/2021 /sites/default/files/2021-05/4576EN%20202104%20v02.0%20Electricity%20Der%20-%20Default%20Fund%20Manual.pdf Electricity Der - Default Fund Manual
Agricultural Derivatives
Initial Margins
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Agricultural Der - Margins Manual (MMeG)
English Version
English 25/05/2021 /sites/default/files/2021-05/4577EN%20202104%20v02.0%20Agricultural%20Der%20-%20Margins%20Manual%20%28MMeG%29%20.pdf Agricultural Der - Margins Manual (MMeG)
Default Fund
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Agricultural Der - Default Fund Manual
English Version
English 12/05/2021 /sites/default/files/2021-05/4578EN%20202104%20v02.0%20Agricultural%20Der%20-%20Default%20Fund%20Manual.pdf Agricultural Der - Default Fund Manual
Stress Test
Default Fund
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English Version
English 15/03/2021 /sites/default/files/2021-04/4579EN%20202104%20v13.0%20Stress%20test%20methodologies.pdf Stress Test Methodologies