07-Mar-2024 | 82.9100

01-Mar-2024 17:00

Lac Crs 390.69 | Tn $ 4.71

02-Mar-2024

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Risk Management Approach


Margin Framework

NSE International Clearing has developed a comprehensive risk containment mechanism. The most critical component of a risk containment mechanism for NSE International Clearing the online position monitoring and margining system. The actual margining and position monitoring is done on-line, on an intra-day basis. NSE International Clearing uses the SPAN® (Standard Portfolio Analysis of Risk) system for the purpose of margining, which is a portfolio-based system.

Cross Margin

NICCL provides cross margin benefit on offsetting positions in correlated products including:

  • NIFTY 50 - BANKNIFTY
  • NIFTY 50 - FINNIFTY
  • BANKNIFTY - FINNIFTY
  • Nifty 50 and constituents of Nifty 50 Index
  • INRUSD and QINRUSD
  • Gold-Silver
Updated on: 17/02/2023