Risk Management

Risk Management

Requirements for Clearing Members
Stress collateral
Guarantee funds
Risk Management in the Securities and Money Market
Risk Management in FX and Precious Metals Market
Risk Management in the Derivatives Market
  • Safeguard Structure
  • Collateral and margining
  • Guarantee Fund
  • Procedures
  • Risk Parameters
  • Documents
Risk Management in the Standardised OTC Derivatives Market
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Documents

Clearing Rules in the Derivatives Market

The NCC Clearing Bank Principles of Initial Margin Calculation for Derivatives

Methodology for selecting foreign currencies and securities accepted as collateral

Description of the volatility curve estimation algorithm