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SPAN Methodology

SPAN risk parameter communiques

Information on SPAN algorithm risk parameter values - modification date: 2012-05-18
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Information on the list of instruments, risk scenarios and other risk parameters – SPAN application xml file - modification date: 2012-05-18
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Information on the list of instruments, risk scenarios and other risk parameters (intraday) – SPAN application - modification date: 2012-05-18
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SPAN application POSITION FILE securities database - modification date: 2012-05-18
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Other messages

Collateral table - modification date: 2012-05-18
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File and message structure

rrmmddRPNJx.ZRS message structure - risk parameters file
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Position File XML Schema
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Span Methodology
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