http://www.lch.com Latest updates to the LCH.Clearnet Group website en-gb http://www.lch.com/Images/lchc_logo_for_rss_tcm6-46756.gif 204 33 LCH.Clearnet Group Ltd Copyright LCH.Clearnet Group Ltd, 2010. webmaster@lchclearnet.com Wednesday, 08 Sep 2010 12:20:10 60 Hand-coded Margin Parameters - Derivatives http://www.lch.com/risk_management/sa/margining_methodology/margin_parameters_derivatives.asp Risk Management SA Margining Methodology Tuesday, 31 Aug 2010 16:29:45 Risk Notices http://www.lch.com/risk_management/sa/risk_notices/default.asp Risk Management SA Risk Notices Tuesday, 31 Aug 2010 16:27:24 Clearing Fund Notices http://www.lch.com/risk_management/sa/clearing_fund/notices.asp Risk Management SA Clearing Fund Tuesday, 27 Jul 2010 15:18:03 Open Position Limits http://www.lch.com/risk_management/sa/risk_notices/open_position_limits.asp Risk Management SA Risk Notices Thursday, 15 Jul 2010 16:41:34 Margin Parameters - Bonds & Repos http://www.lch.com/risk_management/sa/margining_methodology/margin_parameters_bonds_and_repos.asp Risk Management SA Margining Methodology Thursday, 15 Jul 2010 16:26:11 Initially, SPANŽ was developed for derivatives margining and has become a well-known standard in this domain. Since 12th of January 2001, SPANŽ method is used for securities margining (equities and bonds) as well. http://www.lch.com/risk_management/sa/margining_methodology/securities.asp Risk Management SA Margining Methodology Wednesday, 28 Apr 2010 12:05:05 This is a general overview of initial margin calculation with SPANŽ for derivatives (futures and options). http://www.lch.com/risk_management/sa/margining_methodology/derivatives.asp Risk Management SA Margining Methodology Thursday, 08 Apr 2010 15:43:09 Bonds & Repos http://www.lch.com/risk_management/sa/margining_methodology/bonds_and_repos.asp Risk Management SA Margining Methodology Thursday, 08 Apr 2010 15:42:07 Margin Parameters - Cash http://www.lch.com/risk_management/sa/margining_methodology/margin_parameters_cash.asp Risk Management SA Margining Methodology Thursday, 08 Apr 2010 14:33:17 In order to guarantee the net positions of Clearing Members and to be able to manage the risk of a default, LCH.Clearnet SA requires its members the deposit of an initial margin. http://www.lch.com/risk_management/sa/collateral_management.asp Risk Management SA Monday, 18 Jan 2010 12:56:51