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1 The Standard Portfolio Analysis of Risk
Economy: SPANУниверсальный русско-английский словарь > The Standard Portfolio Analysis of Risk
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2 Анализ риска стандартного портфеля
Stock Exchange: Standard Portfolio Analysis of Risk (SPAN)Универсальный русско-английский словарь > Анализ риска стандартного портфеля
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Standard Portfolio Analysis of Risk — ( SPAN) A method of calculating initial margin by evaluating portfolio risk under a number of scenarios. LIFFE use SPAN to calculate initial margin for all contracts. Originally developed by the Chicago Mercantile Exchange ( CME). LIFFE … Financial and business terms
SPAN® Performance Bond System — The Standard Portfolio Analysis of Risk ( SPAN) Performance Bond System). A program that determines portfolio performance bond requirements for futures, options, cash, and other instruments. SPAN is a portfolio based approach to risk performance… … Financial and business terms
SPAN — Standard Portfolio Analysis of Risk, a margining system used by the LCH to calculate initial margins due from and to its clearing members. SPAN is a computerised system which calculates the effect of a range of possible changes in price and… … Financial and business terms
Span — may refer to length or space:* span (length), the width of a human hand * span (architecture) ** For powerlines, the distance between two pylons ** For aerial tramways, the distance between two supporting structures ** For a bridge, the distance… … Wikipedia
SPAN — Switched Port ANalyzer (Computing » Networking) ** Span America Medical Systems, Inc. (Business » NASDAQ Symbols) ** Suicide Prevention Action Network (Community » Non Profit Organizations) * Statewide Parent Advocacy Network (Community » Non… … Abbreviations dictionary
CME SPAN — Standard Portfolio Analysis of Risk (SPAN) is a system for calculating margin requirements for futures and options on futures. It was developed by the Chicago Mercantile Exchange in 1988.SPAN is a portfolio margining method that uses grid… … Wikipedia
SPAN — Система портфельного анализа рисков (англ. SPAN Standard Portfolio Analysis of Risk) это система анализа портфельных рисков по фьючерсным и опционным инструментам. Впервые была разработана на Чикагской товарной бирже (CME) в 1988 году в со … Википедия
Dedicated Portfolio Theory — Dedicated Portfolio Theory, in finance, deals with the characteristics and features of a portfolio built to generate a predictable stream of future cash inflows. This is achieved by purchasing bonds and/or other fixed income securities (such as… … Wikipedia
Central Counterparty — Als Central Counterparty (CCP; auch Zentraler Kontrahent oder Zentrale Gegenpartei) bezeichnet man ein Rechtssubjekt, das an Börsen und manchen OTC Derivaten Handelsplätzen als Vertragspartei zwischen Verkäufer und Käufer tritt. Die CCP ist dann… … Deutsch Wikipedia
Margin (finance) — For the 2011 film, see Margin Call. In finance, a margin is collateral that the holder of a financial instrument has to deposit to cover some or all of the credit risk of their counterparty (most often their broker or an exchange). This risk can… … Wikipedia
Technical analysis — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia