Timeline for Textbook about methodologies for computing margins (TIMS and SPAN)
Current License: CC BY-SA 4.0
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Jul 18, 2020 at 15:52 | comment | added | Aquiles Páez | Hello @danp! Thanks for replying. The post is really about TIMS and SPAN, so I was being specific about these two. Now, are these two related to CCP or OTC? Well, that I didn't knew. I don't know many brokers, but the little I've seen, use a risk model based on TIMS, so I want to know about this or SPAN (used for Futures as well). Thanks for your attention! | |
Jul 17, 2020 at 14:22 | history | answered | danp | CC BY-SA 4.0 |