Base Margin

What Is Base Margin?

Base Margin is the main component of any Initial Margin algorithm. It is a measure of the market risk of a portfolio under normal market conditions. Put another way, it is an estimate of the amount that the portfolio might be expected to lose over the holding period.

A-Z Margin Terminology

Learn more about other margin terminologies by reading our A-Z Margin Terminology page. Additionally, we welcome you to look into our wide selection of blogs and Ebooks, specifically our Ebook on Margin Management Best Practices. Lastly, learn more about OpenGamma by watching our demo and taking a look at our product and solutions pages.