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- LCH. Clearnet Group - Data Downloads - SA
Data Downloads - LCH Clearnet SA SPAN® Cash clearing systems files; SPAN® Derivatives clearing systems files
- LCH. Clearnet Group - Data Downloads - Ltd - SPAN Risk Parameter Files
Risk parameter files are required to calculate London SPAN initial margins They contain details of all the London SPAN parameters as well as the theoretical profits and losses for each of the SPAN scenarios
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• Strongly positions Enlarged Group for long-term, leading role in global market infrastructure, in partnership with customers • Combines LCH Clearnet’s open, horizontal model with LSEG’s proven track record of customer partnerships and reinforces LCH Clearnet’s stakeholder governance model • Reinforces LSEG’s diversification strategy and enhances portfolio of leading global
- LCH. Clearnet Group - Data Downloads - Ltd - ERA Risk Parameter Files
Note: there are two sets of parameter files for each day EquityClear GMT plus 8 should only be selected for members requiring risk information relating to markets operating in the Asia-Pacific region Five files are required to calculate ERA margins: The Bucket file contains details of the way in which different groups of equities should be handled within the ERA algorithm
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