Framework, Components and Methodology

  • 5 Jul 2021
  • By CME Group
  • Topics: Clearing

CME SPAN has been the industry standard for margining for decades. In recent years, the demands on margin methodologies have increased due to the growth in the diversity and complexity of products and the greater need for portfolio and capital efficiency driven by regulatory change.

Watch these short videos to learn more about the SPAN 2 margin model components and the tools that CME has developed to accompany the framework.

  • SPAN 2 framework project overview
  • SPAN 2 model overview
  • Achieving operational readiness for the SPAN 2 framework
  • SPAN 2 framework timelines