CDS Margin Methodology

The components of the margin requirement calculated for Clearing Members are set out in Chapter 2 of Title IV of the CDS Clearing Rule Book and are further described in Section 2 of the CDS Clearing Procedures.

In addition, Section 6 of the CDS Clearing Procedures provides a detailed description regarding the method for calculating each Clearing Member's Contribution to the CDS Default Fund.

Further information available for clearing members in CDSClear Secure Area.