Portfolio margin - PowerPoint PPT Presentation

Risk Management at Indian Exchanges

Risk Management at Indian Exchanges. Going Beyond SPAN and VaR. Where do we stand today?. Risk systems in exchange traded derivatives (ETD) were designed from a clean slate in 1990s. Drew on then global best practices – for example, Risk Metrics and SPAN.

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384 views • 26 slides

PORTFOLIO MARGIN and CROSS-MARGIN

PORTFOLIO MARGIN and CROSS-MARGIN. AN OVERVIEW OF THE BROAD BASED INDEX OPTION PILOT PROGRAMS FOR CUSTOMERS Richard Lewandowski - Chicago Board Options Exchange. Portfolio Margin and Cross-Margin Pilot Plan Proposal. History

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137 views • 10 slides

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