Related Items

• ERA Risk Parameter Files
  Five files are required to calculate ERA margins: the Bucket file, the Equity file, the Exchange Rate file, the Global file and the the Price file.
• SPAN Risk Parameter Files
  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.