Initial Margin

Initial Margin Calculation

Risk Calculation is based on in house proprietary VAR – like model that accounts for 99% confidence level. The main particularity of the model is a usage of PCA (Principal Component Analysis) approach to obtain the initial margins levels.

Risk methodology in the Standardized Derivatives Market

Eligible Collateral

Types of assets accepted as collateral are the same as in the Equities market.

Interest is accrued on the assets blocked as collateral.