SPAN Standard Portfolio Analysis of Risk
Definition
As developed by the Chicago Mercantile Exchange, the industry standard for calculating performance bond requirements (margins) on the basis of overall portfolio risk. SPAN calculates risk for all enterprise levels on derivative and non-derivative instruments at numerous exchanges and clearing organizations worldwide.
Related Terms Other terms related to 'SPAN Standard Portfolio Analysis of Risk' starting with the letter 'S' Sold Out Market, Sample Grade, Security Deposit, Strategy Based Margining, Spot Price Browse by Letter » A B C D E F G H I J K L M N O P Q R S T U V W Y Z
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