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Margining risk

From Wikipedia, the free encyclopedia

Margining risk is a financial risk that future cash flows are smaller than expected due to the payment of margins, i.e. a collateral as deposit from a counterparty to cover some (or all) of its credit risk.[1] It can be seen as a short-term liquidity risk, a quantity called MaR can be used to measure it.


In order to decrease the risk of a counter party to default, a technique called portfolio margining is applied, which simply means that the assets within a portfolio are clustered and sorted by the descending projected net loss, e.g. calculated by a pricing model.[2] One can then determine for which cluster(s) one wants to perform margin calls.


  1. ^ Reucroft, Miles. "Portfolio Margining Risk vs. Reward". TABB Forum. Retrieved 14 December 2015.
  2. ^ "Portfolio Margining Risk Disclosure Statement" (PDF). Charles Schwab. Retrieved 18 December 2015.
This page was last edited on 10 December 2016, at 16:09
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