Risk Management

Business Streams

London SPAN for RepoClear

The RepoCalc tool uses the main functionality of London SPAN to calculate Initial Margin for RepoClear positions, with additional functionality to convert Repo positions into positions for input into SPAN.

Click to download PC London SPAN

RepoCalc TIP
FileRepoCalc TIP v2.doc
Author:Lucy Bingham
Subject:This document describes how the RepoCalc tool uses London SPAN to calculate Initial Margin for RepoClear positions
Comments:Based on IT Document Wizard
Last Saved:25 October 2006, 11:30:00
Size:260 Kb

Data Downloads

Click for SPAN Risk Parameter Files

PC London SPAN

PC London SPAN is a PC-based system, used to calculate margins for LIFFE and LME contracts using the London SPAN method.

Find out more about PC London SPAN

PC London SPAN Support

If you encounter any problems with the installation of PC London SPAN, please contact the LCH Service Desk on +44 (0)20 7426 7200.

If you have any enquiries on the use of PC London SPAN, please contact the LCH Risk Management Department on +44 (0)20 7426 7000.