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

Margins Manual (MARS)   →568kbPDF
Parameters Methodologies for Equity&Equity Der   →650kbPDF
IM Methodologies   →1mbPDF
MARS Manual - Updated (February 2019)   →567kbPDF
Methodologies for determining Initial Margins - Update (February 2019)   →1mbPDF

DEFAULT FUND

Equity&Equity Der Default Fund Manual   →317kbPDF

ELECTRICITY DERIVATIVES

INITIAL MARGINS

Margins Manual (MMeL)   →1mbPDF

DEFAULT FUND

Electricity Derivatives Default Fund Manual   →317kbPDF

AGRICULTURAL DERIVATIVES

INITIAL MARGINS

Margins Manual (MMeG)   →430kbPDF

DEFAULT FUND

Agricultural Derivatives Default Fund Manual   →316kbPDF

X-COM

INITIAL MARGINS

Margins Manual (X-MAR)   →1mbPDF

MIC

STRESS TEST METHODOLOGY

Stress Test - Methodology   →297kbPDF

DEFAULT FUND

Default Fund Manual MIC Section   →620kbPDF

Stress Test

Stress Test Methodologies   →790kbPDF