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  1. Financialmarket

  3. Key documents

  5. Methodology

Methodology

10/02/2015

Attachments

 
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Default-Fund-calculation-method_TEA.pdf (253.3 kB)

 
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Default Fund-calculation method_KGA_.pdf (302.8 kB)

 
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Sensitivity-testing-methodology_multinet.pdf (154.4 kB)

 
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Sensitivity-testing-methodology_BSE-derivative.pdf (154.5 kB)

 
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Margining_methodology.pdf (705.9 kB)

 
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Back-testing-methodology_multinet.pdf (127.5 kB)

 
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Back-testing-methodology_BSE-derivative.pdf (127.4 kB)

 
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Stress-test-methodology_Capital Market.pdf (114.8 kB)

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