Risk parameters

Haircut and adjusted exchange rates

This file contains the currency haircut parameters and the adjusted exchange rates used for margining and collateral evaluation. For more detailed information and a sample file please see the overview of all available files.

18 Mar 2024

Haircut and adjusted exchange rate - end of day

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15 Mar 2024

Haircut and adjusted exchange rate - end of day

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14 Mar 2024

Haircut and adjusted exchange rate - end of day

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13 Mar 2024

Haircut and adjusted exchange rate - end of day

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12 Mar 2024

Haircut and adjusted exchange rate - end of day

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11 Mar 2024

Haircut and adjusted exchange rate - end of day

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08 Mar 2024

Haircut and adjusted exchange rate - end of day

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07 Mar 2024

Haircut and adjusted exchange rate - end of day

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06 Mar 2024

Haircut and adjusted exchange rate - end of day

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05 Mar 2024

Haircut and adjusted exchange rate - end of day

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04 Mar 2024

Haircut and adjusted exchange rate - end of day

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01 Mar 2024

Haircut and adjusted exchange rate - end of day

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29 Feb 2024

Haircut and adjusted exchange rate - end of day

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28 Feb 2024

Haircut and adjusted exchange rate - end of day

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27 Feb 2024

Haircut and adjusted exchange rate - end of day

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26 Feb 2024

Haircut and adjusted exchange rate - end of day

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23 Feb 2024

Haircut and adjusted exchange rate - end of day

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22 Feb 2024

Haircut and adjusted exchange rate - end of day

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21 Feb 2024

Haircut and adjusted exchange rate - end of day

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20 Feb 2024

Haircut and adjusted exchange rate - end of day

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