| 摘要 |
A computer-implemented method for determining a margin for a clearinghouse member position including both securities and derivatives. One example method includes receiving data at a margin calculation computer server on a securities position maintained by a clearing member and a derivatives position maintained by the clearing member. The method may further include calculating using the margin calculation computer server a single margin requirement for the member for both the securities position and the derivatives position using a first liquidation period for the securities position and a second different liquidation period for the derivatives position in the calculation of the margin requirement.
|
