BISTECH RISK PARAMETERS
Borsa Istanbul Inc. Futures and Options Market Bistech Margin Method Risk Parameters
Portfolio based margining method is used for trades executed at the market. In portfolio based margining transactions, Takasbank uses BISTECH Margin Method, which is based on portfolio based risk management algorithm.
The following BISTECH Margin Method parameters for contracts traded in the VIOP have been calculated:
- I. Price Scan Range-PSR
- Volatility Scan Range-VSR
- Inter- Commodity Spread Credit
- Intra-Commodity Spread Charge
- Short Option Minimum
As a result of the statistical evaluations made, detailed parameters and parameter table of BISTECH margin method can be accessed within the following connection shortcut.
