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Maintenance Margin Lower Bound

Maintenance Margin Lower Bound​

Acronym: MRMML
Identifier: maintenanceMarginLowerBound
Group: Margining
Type: Real
Default: ``

Description​

Defines the lower bound of the Maintenance Margin. If MRVM falls below MRMML, then capital must be added to reach the original MRIM.

Allowed Values​

  • Positive