| 词条 | Margining risk |
| 释义 |
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. MethodologyIn 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. References1. ^{{cite web|last1=Reucroft|first1=Miles|title=Portfolio Margining Risk vs. Reward|url=http://tabbforum.com/opinions/portfolio-margining-risk-vs-reward|website=TABB Forum|accessdate=14 December 2015}} {{Financial risk}}{{finance-stub}}2. ^{{cite web|title=Portfolio Margining Risk Disclosure Statement|url=http://images.optionsxpress.com/static/pdf/disclosure_and_acknowledgement.pdf|website=optionsexpress.com|publisher=Charles Schwab|accessdate=18 December 2015}} 1 : Credit risk |
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