standard portfolio analysis of risk

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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

• Risk — takers redirects here. For the Canadian television program, see Risk Takers. For other uses, see Risk (disambiguation). Risk is the potential that a chosen action or activity (including the choice of inaction) will lead to a loss (an undesirable… …   Wikipedia

• Portfolio (finance) — In finance, a portfolio is an appropriate mix of or collection of investments held by an institution or a private individual. Holding a portfolio is part of an investment and risk limiting strategy called diversification. By owning several assets …   Wikipedia

• Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) …   Wikipedia

• Post-modern portfolio theory — [The earliest citation of the term Post Modern Portfolio Theory in the literature appears in 1993 in the article Post Modern Portfolio Theory Comes of Age by Brian M. Rom and Kathleen W. Ferguson, published in The Journal of Investing, Winter,… …   Wikipedia

• 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

• Identifying and Managing Project Risk — Infobox Book | name = Identifying and Managing Project Risk author = Tom Kendrick country = United States language = English genre = Business, Project Management, Risk Management publisher = American Management Association release date = February …   Wikipedia

• Enterprise risk management — In business, enterprise risk management (ERM) includes the methods and processes used by organizations to manage risks and seize opportunities related to the achievement of their objectives. ERM provides a framework for risk management, which… …   Wikipedia

• 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

• 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

• Credit risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk …   Wikipedia