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.
In order to use ICE Risk Model to calculate initial margins, the user is required to input two files into ICE Risk Model tool, the first of which is the risk parameter file (also referred to as the IRM …
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