Margining can be defined as
"An amount in money, or represented by securities, deposited by a customer with a broker as a provision against loss on transactions made on account"
A margin method is the procedure followed in order to calculate the margin amount. One of the most widespread margin methods is SPAN [TM] ("Standard Portfolio Analysis of Risk"), developed by the CME and adapted for the London markets by LCH.Clearnet.
We have experience developing margining systems using a number of margin methods, including SPAN and its London derivative. Previous clients include Sungard Futures Systems and Rolfe & Nolan.