Portfolio Risk Margin definition

Portfolio Risk Margin means the Margin ICE Clear Credit requires related to the size and risk of a Participant’s Open Positions.
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Examples of Portfolio Risk Margin in a sentence

  • Such amounts shall in each case be calculated based on the difference between the CDS Clearing Member’s requirement for Portfolio Risk Margin and Physical Settlement Margin and the value attributed by the Clearing House to assets accounted for by the Clearing House as Margin of that category, in accordance with the Procedures.

  • The term "Portfolio Risk Margin" means the Permitted Cover required to be provided by Clearing Members to the Clearing House related to the size and risk of a Clearing Member’s Open Contract Positions in relation to CDS Contracts, as determined pursuant to Rule 503(f)(i).

  • In particular, the definition of “Portfolio Risk Margin” is being removed as unnecessary in the Rules (as it is part of the concept of Initial Margin) and other references in the Rules to Portfolio Risk Margin are being removed or replaced with Initial Margin, as applicable.

  • In particular, the definition of “Portfolio Risk Margin” is being removed as unnecessary in the Rules (as it is part of the concept of Initial Margin) and other references in the Rules to Portfolio Risk Margin will be removed or replaced with Initial Margin, as applicable.

  • The term "Portfolio Risk Margin" means the Permitted Cover required to be provided by Clearing Members to the Clearing House related to the size and risk of a Clearing Member’s Open Contract Positions in relation to CDS Contracts, as determined pursuant to Rule 503(f)(i).The term "Position Holder" has the meaning set out in Rule 407.

  • The term “Initial Margin” means Portfolio Risk Margin, Physical Settlement Margin or other margin transferred in relation to CDS Contracts, including pursuant to Rule 502(f).

  • Initial Margin also includes Physical Settlement Margin and Portfolio Risk Margin pursuant to the definition of Initial Margin, but this further distinction is not relevant for the purpose of this memorandum.8.2 Permitted Cover for Margin Obligations The types of asset that a Clearing Member can transfer to ICE to satisfy its Margin obligations are defined as “Permitted Cover”.

  • For Portfolio Risk Margin and Physical Settlement Margin calls, the Clearing House shall calculate net amounts as due to or from the Clearing House from or to each CDS Clearing Member separately in respect of its Proprietary Account and Customer Account (if any).

  • The term "Portfolio Risk Margin" means the Permitted Cover required to be provided by Clearing Members to the Clearing House related to the size and risk of a Clearing Member’sOpen Contract Positions in relation to CDS Contracts, as determined pursuant to Rule 503(f)(i).

  • In particular, the definition of ‘‘Portfolio Risk Margin’’ is being removed as unnecessary in the Rules (as it is part of the concept of Initial Margin) and other references in the Rules to Portfolio Risk Margin will be removed or replaced with Initial Margin, as applicable.

Related to Portfolio Risk Margin

  • Retail margin means an amount, reflecting differences in

  • Hedged Margin for CFD trading shall mean the necessary margin required by the Company so as to open and maintain Matched Positions.

  • Credit Risk Manager Fee Rate 0.0125% per annum.

  • CD Margin means a rate per annum determined in accordance with the Pricing Schedule.

  • Applicable ABR Margin means, at any date:

  • Program Fee Rate is defined in the Fee Letter.

  • Step Up Margin means the rate per annum specified in the applicable Final Terms; and

  • Interest Margin Except as set forth in the following sentence, with respect to each Class of Regular Certificates, the following percentages: Class I-A Certificates, 0.150%; Class II-A-1 Certificates, 0.050%; Class II-A-2 Certificates, 0.110%; Class II-A-3 Certificates, 0.160%; Class II-A-4 Certificates, 0.240%; Class M-1 Certificates, 0.270%; Class M-2 Certificates, 0.310%; Class M-3 Certificates, 0.330%; Class M-4 Certificates, 0.380%; Class M-5 Certificates, 0.420%; Class M-6 Certificates, 0.510%, Class M-7 Certificates, 0.950%, Class M-8 Certificates, 1.100%, Class M-9 Certificates, 1.950%, Class M-10 Certificates, 2.000% and Class M-11 Certificates, 2.000%. On the first Distribution Date after the Optional Termination Date, the Interest Margins shall increase to the following percentages: Class I-A Certificates, 0.300%; Class II-A-1 Certificates, 0.100%; Class II-A-2 Certificates, 0.220%; Class II-A-3 Certificates, 0.320%; Class II-A-4 Certificates, 0.480%; Class M-1 Certificates, 0.405%; Class M-2 Certificates, 0.465%; Class M-3 Certificates, 0.495%; Class M-4 Certificates, 0.570%; Class M-5 Certificates, 0.630%; Class M-6 Certificates, 0.765%, Class M-7 Certificates, 1.425%, Class M-8 Certificates, 1.650%, Class M-9 Certificates, 2.925%, Class M-10 Certificates, 3.000% and Class M-11 Certificates, 3.000%.

  • Applicable Revolver Index Margin means the per annum interest rate margin from time to time in effect and payable in addition to the Index Rate applicable to the Revolving Loan, as determined by reference to Section 1.5(a).

  • Applicable L/C Margin means the per annum fee, from time to time in effect, payable with respect to outstanding Letter of Credit Obligations as determined by reference to Section 1.5(a).

  • Supplier Profit Margin means, in relation to a period or a Milestone (as the context requires), the Supplier Profit for the relevant period or in relation to the relevant Milestone divided by the total Call Off Contract Charges over the same period or in relation to the relevant Milestone and expressed as a percentage;

  • Weighted Average Advance Rate means, as of any date of determination with respect to all Eligible Collateral Obligations included in the Adjusted Aggregate Eligible Collateral Obligation Balance, the number obtained by (i) summing the products obtained by multiplying (a) the Advance Rate of each such Eligible Collateral Obligation by (b) such Eligible Collateral Obligation’s contribution to the Adjusted Aggregate Eligible Collateral Obligation Balance and (ii) dividing such sum by the Adjusted Aggregate Eligible Collateral Obligation Balance.

  • Weighted Average Net Mortgage Rate The weighted average of the Net Mortgage Rates of the Mortgage Loans, weighted on the basis of the Stated Principal Balances thereof as of the close of business on the first day of the calendar month preceding the month in which such Distribution Date occurs.

  • Operating Margin Customer means a Control Area purchasing Operating Margin pursuant to an agreement between such other Control Area and the LLC.

  • Portfolio Yield means, with respect to any Due Period, the annualized percentage equivalent of a fraction, the numerator of which shall be the sum of (i) the amount of Finance Charge Collections received during such Due Period, (ii) the amount of Series Yield Collections for each Series then outstanding for such Due Period and (iii) the amount of Series Additional Funds for each Series then outstanding for such Due Period, and the denominator of which shall be the total amount of Principal Receivables in the Trust as of the first day of such Due Period.

  • Applicable Eurodollar Rate Margin means, with respect to any Eurodollar Rate Advance, for each Pricing Period, the interest rate margin set forth below (expressed in basis points per annum) opposite the Applicable Pricing Level for that Pricing Period: Applicable Pricing Level Margin I 52.50 II 62.50 III 72.50 IV 82.50 V 92.50

  • Applicable Eurocurrency Margin means, as at any date of determination, the rate per annum then applicable to Eurocurrency Rate Loans determined in accordance with the provisions of Section 2.14(D)(ii) hereof.

  • Loss Reserve Percentage means, at any time, the product of (b) 2.50, multiplied by (b) the highest average of the Default Ratios for any three consecutive calendar months during the twelve most recent calendar months multiplied by (c) the Loss Horizon Ratio.

  • Reset Margin means the margin specified in the applicable Final Terms;

  • Buyer’s Margin Amount”, with respect to any Transaction as of any date, the amount obtained by application of the Buyer’s Margin Percentage to the Repurchase Price for such Transaction as of such date;

  • Gross Margin With respect to each Adjustable Rate Mortgage Loan, the fixed percentage set forth in the related Mortgage Note that is added to the Index on each Adjustment Date in accordance with the terms of the related Mortgage Note used to determine the Mortgage Rate for such Mortgage Loan.

  • LIBOR Margin has the meaning given that term in Section 2.2.(c)(ii)(D).

  • Applicable Margin means, with respect to Advances of any Type at any time, the percentage rate per annum which is applicable at such time with respect to Advances of such Type as set forth in the Pricing Schedule.

  • Money Market Margin has the meaning set forth in Section 2.03(d).

  • Risk Weighted Assets means the risk weighted assets or total risk exposure amount, as calculated by the Company in accordance with the Capital Regulations applicable to the Regulatory Group as at that point in time.

  • Necessary Margin for CFD trading shall mean the necessary margin required by the Company so as to maintain Open Positions.