SPAN

SPAN
Standard Portfolio Analysis of Risk, a margining system used by the LCH to calculate initial margins due from and to its clearing members. SPAN is a computerised system which calculates the effect of a range of possible changes in price and volatility on portfolios of derivatives. The worst probable loss calculated by the system is then used as the initial margin requirement. Dresdner Kleinwort Wasserstein financial glossary
See also scanning loss. Dresdner Kleinwort Wasserstein financial glossary
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Financial and business terms. 2012.

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  • Span — Span, n. [AS. spann; akin to D. span, OHG. spanna, G. spanne, Icel. sp[ o]nn. [root]170. See {Span}, v. t. ] 1. The space from the thumb to the end of the little finger when extended; nine inches; eighth of a fathom. [1913 Webster] 2. Hence, a… …   The Collaborative International Dictionary of English

  • Span — may refer to length or space:* span (length), the width of a human hand * span (architecture) ** For powerlines, the distance between two pylons ** For aerial tramways, the distance between two supporting structures ** For a bridge, the distance… …   Wikipedia

  • span — span1 [span] n. [ME spanne < OE sponn, akin to Ger spanne < IE * (s)pen(d) , to pull, draw (> SPIN, Gr span, to pull) < base * spe , to pull, extend] 1. a unit of linear measure equal to nine inches, based on the distance between the… …   English World dictionary

  • Span — steht für: ein mechanisch abgetrenntes Werkstoffteilchen, aus Metall, siehe Metallspan. aus Holz, siehe Holzspan. eine Schweizer Mundartband, siehe Span (schweizerische Band) eine norwegische Musikgruppe, siehe Span (norwegische Band) ein… …   Deutsch Wikipedia

  • Span — Sm std. (9. Jh.), mhd. spān, ahd. spān, mndd. spān, mndl. spaen Stammwort. Aus g. * spǣnu m. Span , auch in anord. spánn, ae. spōn m./f., afr. spon. Herkunft unklar. Es gibt eine Reihe von Wörtern mit der Bedeutung Span , die ig. * sphē /sphə und …   Etymologisches Wörterbuch der deutschen sprache

  • Span — Span: Das altgerm. Wort mhd., ahd. spān »‹Holz›span«, niederl. spaan »Span; Butterstecher; Ruderblatt«, engl. spoon »Löffel«, schwed. spån »Span; Schindel« bezeichnete ursprünglich ein flaches, lang abgespaltenes Holzstück, wie es bei der… …   Das Herkunftswörterbuch

  • spân — SPÂN, Ă, spâni, e, adj. Căruia nu i creşte (aproape) deloc barbă şi mustaţă. Faţă spână. Om spân. ♢ (Substantivat, m.) Spânul vrea sa ţi răpuie capul (CREANGĂ). – lat. *spanus (< gr.). Trimis de Zavaidoc, 13.09.2007. Sursa: DLRM  SPÂN, Ă,… …   Dicționar Român

  • Span — Span, v. t. [imp. & p. p. {Spanned}; p. pr. & vb. n. {Spanning}.] [AS. pannan; akin to D. & G. spannen, OHG. spannan, Sw. sp[ a]nna, Dan. sp[ae]nde, Icel. spenna, and perh. to Gr. ? to draw, to drag, L. spatium space. [root]170. Cf. {Spin}, v. t …   The Collaborative International Dictionary of English

  • span|dy — «SPAN dee», adjective, adverb. –adj. Especially U.S. Informal. very good or fine; smart: »My silk stockings and two pairs of spandy gloves are my comfort (Louisa May Alcott). –adv. wholly; perfectly: »a spandy new suit. ╂[probably variant of… …   Useful english dictionary

  • spån — sb., en, er, erne, i sms. spån , fx spånstrøelse, spånæske; gå i spåner …   Dansk ordbog

  • Span — Span, v. i. To be matched, as horses. [U. S.] [1913 Webster] …   The Collaborative International Dictionary of English

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