|
|
|
Cross-margining
|
i-VaR
|
|
Full netting among products: cash, securities, listed derivatives, ISDA-based products, Credit Default Swaps, Convertible Bonds
|
On line proprietary risk management tool providing scenarios analysis
|
|
Full netting between all BNP Paribas entities
|
Monte Carlo based Value at Risk calculations, supported by state-of-the-art technology, enabling computation based on 30,000 simulations
|
|