Transcription of ICE Risk Model Tool User Guide v1.9
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ICE Risk Model Tool User Guide v1.9
ICE Risk Model (IRM) for ICE Clear user Guide Document Version (Applicable to ICE Risk Model Versions Onward) 23 May 2022 ICE Risk Model (IRM) user Guide - 2 - Contents 1 Introduction .. 4 ICE Risk Model for OTC FX .. 4 2 Installation Process .. 5 3 ICE Risk Model Parameter File(s) .. 5 4 Position File .. 6 Example Position File for OTC FX .. 7 5 Using ICE Risk Model .. 8 Download ICE Risk Model Parameter File .. 8 Load Risk Parameters (ICE Risk Model Arrays) .. 8 Load Position Files .. 8 Calculate Margin .. 8 Viewing Reports .. 9 Other Options and Functions.
favourite within ICE Risk Model Tool and can be accessed from within the tool by selecting “Favourites” → ... There is a separate set of commodity codes for OTC FX. These are available from the OTC FX product guide. E. Contract Type - this …
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