CME SPAN
The Standard Portfolio Analysis of Risk, or SPAN, is a system for calculating margin requirements for futures and options on futures. It was developed by the Chicago Mercantile Exchange in 1988. SPAN is a portfolio margining method that uses grid simulation. It calculates the likely loss in a set of derivative positions (also called a portfolio) and sets this value as the initial margin payable by the firm holding the portfolio. In this manner, SPAN provides for offsets between correlated positions and enhances margining efficiency.
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CME SPAN
The Standard Portfolio Analysis of Risk, or SPAN, is a system for calculating margin requirements for futures and options on futures. It was developed by the Chicago Mercantile Exchange in 1988. SPAN is a portfolio margining method that uses grid simulation. It calculates the likely loss in a set of derivative positions (also called a portfolio) and sets this value as the initial margin payable by the firm holding the portfolio. In this manner, SPAN provides for offsets between correlated positions and enhances margining efficiency.
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SPAN (англ. Standard Portfolio ...... ago Mercantile Exchange, CME).
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The Standard Portfolio Analysi ...... enhances margining efficiency.
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Система портфельного аналізу р ...... іційним стандартом цієї сфери.
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SPAN (англ. Standard Portfolio ...... ago Mercantile Exchange, CME).
@ru
The Standard Portfolio Analysi ...... enhances margining efficiency.
@en
Система портфельного аналізу р ...... іційним стандартом цієї сфери.
@uk
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CME SPAN
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SPAN (экономика)
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SPAN
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