RBH and CPM Documentation
RBH/CPM User Guide - PDF
An overview of the risk-based haircut methodology along with file layouts and calculation examples.
ENCORE DDS Guide – RBH/CPM
Provides the transmission layouts, message structures and FIXML elements for the RBH/CPM DDS. NOTE: The FIXML Schema Definition (XSD) files contain the FIXML base components and extensions necessary to implement the data service.
Enhanced Returns ETFs - PDF | CSV
A list of exchange traded funds (ETFs) that are designed to achieve daily investment returns that correspond to 1) inverse daily returns of a benchmark index, 2) multiples of the return of the index, or 3) inverse multiples of the daily returns of the benchmark index.
Bond and Treasury Debt ETFs - PDF | CSV
A list of ETFs included in the Theoretical Profit and Loss Files for RBH and CPM that are based on government and corporate bonds as well as Treasury debt issues.
RBH/CPM Frequently Asked Questions - PDF
A list of commonly asked questions regarding the RBH/CPM and the TIMS methodology.