A methodology developed by the Chicago Mercantile Exchange to evaluate the overall risk of a portfolio over a given period of time. SPAN determines the worst possible loss that a portfolio might experience along with several other hypothetical outcomes under different market conditions.
Related information about standard portfolio analysis of risk (SPAN):
- STANDARD PORTFOLIO ANALYSIS of RISK (SPAN®)
STANDARD PORTFOLIO ANALYSIS of RISK (SPAN®). 11 - 1. July 1999. Chapter 11. SPAN Overview. Developed by the Chicago Mercantile Exchange in 1988 ...
- Risk Management Overview - CME Group
Standard Portfolio Analysis of Risk (SPAN) is a highly sophisticated, value-at-risk methodology that calculates performance bond/margin requirements by ...
- SPAN Overview
The Standard Portfolio Analysis of Risk (SPAN) system is a sophisticated methodology that calculates performance bond requirements by analyzing the ...
- Review of Standard Portfolio Analysis of Risk ("SPAN
Apr 12, 2001 ... calculate margin requirements using the Standard Portfolio Analysis of Risk (“ SPAN”) margin system developed and maintained by the ...
- What is standard portfolio analysis of risk (SPAN)? definition and ...
Definition of standard portfolio analysis of risk (SPAN): A methodology developed by the Chicago Mercantile Exchange to evaluate the overall risk of a portfolio ...
- SPAN - IB Knowledge Base
The Standard Portfolio Analysis of Risk (SPAN) is a methodology developed by the CME and used by many clearinghouses and exchanges around the world to ...
- Standard Portfolio Analysis of Risk [SPAN] Law & Legal Definition
Standard Portfolio Analysis of Risk (SPAN) is a comprehensive system which is designed to accurately evaluate the risk in an entire portfolio and to match ...
- Standard Portfolio Analysis of Risk (SPAN)
A margin calculation technique for a portfolio of futures and futures option positions. Originally developed for the Chicago Mercantile Exchange, it is now used by ...