SPAN Risk Parameter Files

Note: This page is solely for carrying out Member Testing of SPAN downloads for EDX.

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.

Because of the size of the risk parameter files they are available in both standard and compressed (using pkZip) format, except RepoClear and LCH EnClear files which are smaller and therefore only made available in standard format.