2.1 Branch Parameters

This topic describes the systematic instruction to maintain branch parameters, contract fair values, and limit tracking details.

This topic describes the general maintenance of Branch Parameters.

This topic contains the following sub-topics:

• Maintain Branch Parameters
  This topic describes the systematic instruction to process the Branch Parameters.
• Maintain Contract Fair Values
  This topic describes the systematic instructions to maintain contract fair values.
• Maintain Limit Tracking (Other Exposure) Details
  Limits tracking is done only for Purchased options. Limits are always tracked at the contract level for the sum of the Current Value of the option, Interest exposure, and exposure due to the FX movement.