Index
Constraints
DPM Maplabel_boi_t838-12 - 838-12 Settlement Risk in DVP Transactions (NIS ,000)
| Non-settled transactions at settlement price | Positive current exposure due to non-settlement of transactions | Capital requirement | ||
| 1 | 2 | 3 | ||
| Total non-settled transactions | 1 | |||
| Non-settled transactions up to 4 days (0% risk multiplier) | 2 | |||
| Non-settled transactions 5-15 days (8% risk multiplier) | 3 | |||
| Non-settled transactions 16-30 days (50% risk multiplier) | 4 | |||
| Non-settled transactions 31-45 days (75% risk multiplier) | 5 | |||
| Non-settled transactions 46+ days (100% risk multiplier) | 6 | |||