Todos os livros

Profissional

Apps Sobre Coach Entrar Começar a ler

Quantitative Finance · Glossário

O que é Isolated margin, cross margin?

Também chamado de: isolated margin · cross margin

Definition 18.1 Markets III: Commodities, Energy and Crypto · Capítulo 18 — Margin, Liquidation and Loss Allocation

Under isolated margin each position has its own margin, assigned by the trader; its losses can consume only that margin, and it is liquidated alone. Under cross margin all positions of an account share the account’s collateral; gains on one support losses on another, and the account is liquidated when its total equity falls below the sum of its maintenance margins.

Ler no capítulo →