SPAN-2: enhanced margining framework

Watch this presentation from Udesh Jha, managing director, head of post-trade services at CME Group, speaking at Energy Risk USA 2020, providing a high level overview of quantitative design & model usage. Learn more about the SPAN 2 margin model components and the new operating tools that CME has developed to accompany the framework. The presentation includes:

•    SPAN2: what’s new or different?
•    Framework components and methodology
•    Market risk (historical) overview
•    Liquidity and concentration overview
•    Reporting: enhanced transparency via risk reports
•    Report with risk breakdown
•    Back-testing results
•    Operational implementation plan