Jump to navigation

Search form

  • Careers
  • Media Centre
London Stock Exchange Group

9,120.0

Share Price

GBX

-52.0 -0.6%

13.44 GMT

Saturday

2021-01-23

  • About
    What we do
    History of London Stock Exchange Group
    LSEG Board
    Executive Team
    Media Contacts
    Our projects
    Experienced Hires
    Graduate and Internship Programmes
    Job search
    Graduate & Intern Job Search
    Overview
    Environment
    Social
    Governance
    Community
    Women In Finance Charter
    LSEG UK Gender Pay Gap Report
    Modern Slavery Act Statement
    Open Access. Don't expect it. Demand it.   →
  • Markets, Products and Services
    Group Markets
    London Stock Exchange
    Borsa Italiana
    Turquoise
    MTS
    Becoming a member firm
    Equities Markets
    Derivatives Markets
    Capital Markets Technology & Services
    Group Client Technology
    Market Connectivity
    Group Information Services
    FTSE Russell
    MTS Indices
    Real Time Data
    Reference Data
    Legal Entity Identifiers (LEI)
    Regulatory News Service (RNS)
    Corporate Actions
    Equities: London Stock Exchange
    Fixed Income
    AIM
    Post Trade Services
    CCP Services
    Monte Titoli
    UnaVista
    Open Access. Don't expect it. Demand it.   →Read the new AIM20 Report, marking 20 years of the world’s most successful growth market.   →
  • Investor Relations
  • Education and Venue Hire
    London campus
    London course calendar
    Milan campus
    Milan course calendar
    Events space
    Studio Hire
    Palazzo Mezzanotte Congress Centre
  • Events
  • Resources
  • Media Centre
  • Contact us

You are here

  1. Home
  2. Markets, Products and Services
  3. Post Trade Services
  4. CCP Services
  5. CC&G - English version
  6. Risk Management
  7. Methodologies

Share:

  • Facebook
  • Twitter
  • Google Plus
  • LinkedIn

Methodologies

Italian

Back to Risk Management

  • Methodologies
  • Parameters
  • Risk Disclosure
  • Risk Array
  • Investment Policy
  • Model Validation
  • Operational Risk
  • Basel III Reporting

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
  • Privacy and cookie policy
  • Sitemap
  • Disclaimer
  • Accessibility
  • UK Bribery Act
  • Modern Slavery Act

© 2021 London Stock Exchange Group plc. All rights reserved