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Member Test SPAN Risk Parameter Files

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Please note that only one file is currently available for download, dated 05 August 2008.

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.

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