Skip navigation links
kdpw_stream
kdpw_stream Project Archive
kdpw_stream Statistics
Statistics
Derivatives Clearing House - useful tools
Certificates and CRL
The National Depository
for Securities

4 Książęca Street
00-498 Warsaw, Poland
kdpw At kdpw.pl

Derivatives Clearing House - tools

Messages and tools compliant with the kdpw_stream methodology

Report on the last change of maintenance margins and other risk parameters - modification date: 2010-07-23
ikona[+] download file xls

Report on maintenance margins and other risk parameters (complete report) - modification date: 2010-07-29
ikona[+] download file xls

Spreadsheet for the calculation of minimum initial margins - modification date: 2010-07-29
ikona[+] download file xls

Text file with information on risk parameters and scenarios for individual instruments - modification date: 2010-07-29
ikona[+] download file xls

Risk scenarios - Parameter increasing the level of maintenance margin - 100% - modification date: 2010-07-29
ikona[+] download file xls

Risk scenarios - Parameter increasing the level of maintenance margin - 140% - modification date: 2010-07-29
ikona[+] download file xls

Other messages

Collateral table - modification date: 2010-07-29
ikona[+] download file xls

Documents

Rules for calculation of maintenance margins in relations between a client and a brokerage house
pdf [+] download file pdf

Templates and other tools

html [+] Templates of applications for the assignment of a client identification number


Questions should be sent to: irip At kdpw.pl

In case of any additional questions, please contact one of the following persons:

PAWEŁ POPŁAWSKI
T. +48 22 537 93 74
e-mail: pawel.poplawski At kdpw.pl

MARCIN TRUCHANOWICZ
T. +48 22 537 95 64
e-mail: pawel.poplawski At kdpw.pl