Methodologies

Methodologies

Italian

FIXED INCOME SECTION

INITIAL MARGINS

Margins Manual (MVP)   →582kbPDF
Parameters Methodologies for Fixed Income   →1mbPDF
SRF Disclosure for Members   →539kbPDF

DEFAULT FUND

Fixed Income Default Fund Manual   →317kbPDF

EQUITY & EQUITY DERIVATIVES

INITIAL MARGINS

Parameters Methodologies for Equity&Equity Der   →651kbPDF
Margin Manual (MARS)   →567kbPDF
Methodologies for determining Initial Margins   →1mbPDF

DEFAULT FUND

Equity&Equity Der Default Fund Manual   →317kbPDF

ELECTRICITY DERIVATIVES

INITIAL MARGINS

Margins Manual (MMeL)   →977kbPDF

DEFAULT FUND

Electricity Derivatives Default Fund Manual   →317kbPDF

AGRICULTURAL DERIVATIVES

INITIAL MARGINS

Margins Manual (MMeG)   →430kbPDF

DEFAULT FUND

Agricultural Derivatives Default Fund Manual   →316kbPDF

Stress Test

Stress Test Methodologies   →904kbPDF