London SPAN Parameter Files


Type

Risk parameter files are required to calculate London SPAN initial margins. They contain details of all the London SPAN parameters as well as the theoretical profits and losses for each of the SPAN scenarios. Risk parameter files are required if calculating initial margin using PC London SPAN. They can also be loaded into other systems used to calculate London SPAN initial margin.

Due to the size of the Risk Parameter file, a compressed (Pkzip) format is available for the LSE Derivatives Market exchange in addition the standard uncompressed version. The EnClear file is smaller and only available as a standard format.

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