SPAN is a market simulation-based Value at Risk system that allows you to effectively assess risk on an overall portfolio basis. SPAN's risk based margin requirements allows for effective margin coverage while preserving efficient use of capital. SPAN assesses risk for a wide variety of financial instruments including: futures, options, physicals, equities, or any combination. Developed in 1988:
Learn how SPAN is calculated by reviewing the full PowerPoint presentation, CME SPAN, Standard Portfolio Analysis of Risk, which includes definitions, explanations and examples of the following:
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.