15:58 Jun 29, 2022
CCILCCIL > Risk Mgmt > Securities Segment > Margin Factors


Margin Factors are the numbers expressed security-wise in percentage terms. These factors are used to determine Initial Margin requirement for the trades to be settled by CCIL. [Initial Margin for a trade is computed by multiplying total consideration for the trade by the Margin Factor applicable for the concerned security.] 
Margin Factors are being arrived at security-wise based on Value at Risk for three day holding period (at 99% confidence level) for such securities. 


Margin Factor

Careers with us | FAQ | Sitemap| Contact Us | Disclaimer | Privacy Policy | Discussion Forum
Best viewed with Internet Explorer 9.0 and above | © 2017, Managed byCCIL-IT