Articles tagged “ELM”
5 articles.
- VAR + ELM intraday margin on Zerodha
VAR + ELM is the margin framework for equity intraday (cash segment) on Zerodha. VAR (Value at Risk) is the volatility-based component; ELM is the tail buffer. …
- Exchange margin types (SPAN, ELM, Adhoc, VAR)
The four main exchange margin types in India: SPAN (Standard Portfolio Analysis of Risk), ELM (Extreme Loss Margin), Adhoc margin, and VAR (Value at Risk). …
- ELM (Extreme Loss Margin) on Zerodha
ELM (Extreme Loss Margin) is a tail-risk buffer added on top of SPAN for F&O positions. Explains what ELM covers, the rate per contract, and the relationship to …
- Extreme Loss Margin (ELM)
Extreme Loss Margin is an additional layer of initial margin on Indian derivatives and cash equity positions, calibrated by SEBI to cover statistically extreme …
- How to calculate margin using the Zerodha SPAN calculator
Step-by-step guide to using Zerodha's SPAN margin calculator to estimate futures and options margin before placing any trade.