![]() ![]() Similarly, a Point of No Return (PNR) is calculated for each underlying security in your account. ![]() This calculation is based on criteria such as the security’s volatility, historical data, liquidity, among others. Rather, it is a calculation of what the security’s price could realistically move in a day in response to an external factor such as news or a general market shock. The EPR is not a predictor of price movement. This EPR is theoretical estimate in which we expect the security could potentially move up or down a given amount in a single day. We maintain an Expected Price Range (EPR) for each security for which you can trade. If the position loss creates a negative net liquidation value in your account, we call this “exposure”. RBC margin is a model that compares the theoretical loss of a position in your account to your account’s net liquidation value. Risk-based concentration (RBC) margin is a new margin system available to all margin-approved retail accounts. Risk-Based Concentration (RBC) Margin System: How It Works
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |