Margin Period Of Risk

These events unfold over a period of time called the margin period of risk MPR. 22012016 Andersen Leif BG. Forex Mistakes Pendidikan Margin Period of Risk means the time period from the last exchange of collateral covering a netting set of transactions with a defaulting coun- terpart until that counterpart is closed out and the resulting market risk is re-hedged. Margin period of risk. A portfolio with a counterparty under a legal netting agreement is 10-days but under certain conditions the MPOR can be doubled or even quadrupled. In particular…

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