Articles tagged “Derivatives Margin”
3 articles.
- SPAN margin (Standard Portfolio Analysis of Risk)
SPAN margin is the worst-case initial margin on F&O positions, set by the NSE, BSE, and MCX clearing corporations using SEBI-approved risk-array scenarios.
- Peak margin penalty (SEBI peak-margin reporting regime)
The peak margin reporting regime introduced by SEBI in November 2020 requires Indian brokers to collect upfront margin matching the highest of four intraday …
- Exposure margin (additional margin on Indian derivatives)
Exposure margin is the second-layer initial margin levied by Indian clearing corporations on top of SPAN margin, computed as a fixed percentage of contract …