Margin Management in the Derivatives Market
The KRX measures price volatility every business day for timely adjustment of margin rates. The KRX also periodically reviews the adequacy of the margin ratios and changes them whenever deemed necessary.
Margin Management in the Derivatives Market
Classification Details
Ongoing Review For timely adjustment of margin rateFor margin ratio adjustment in time, KRX measures and reviews price volatility every business day.
Periodic Review Based on “Guidelines on Derivatives Market Margin Ratio Rate Management”, KRX reviews the adequacy of the margin ratios rates on a quarterly basis.
Timely Review Whenever there is a sudden market change, KRX reviews the margin ratios rates to make changes if needed.
Management Clearing Margins for KRW IRS
The clearing member margin is managed by each clearing member and separated from the assets of the KRX. The customer’s assets are also separately managed from members’ assets. Also, margin ratios are calculated every day and the ratios concerned are applied by each month to reflect the market situation in time.
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