标题: Maintenance Margin [打印本页]

---

作者: suxiaoxiao    时间: 2011-7-11 17:40     标题: Maintenance Margin

What is the intuition behind the calculation of margin call:

trigger price = Po*[(1-initial margin)/(1-maintenance margin)]?

Please explain. Thanks.

---

作者: sdada    时间: 2011-7-11 17:40

Its just the short cut formula to determine the price at which an investor who goes long on equities (using a margin account) receives a margin call.

---

作者: studyn    时间: 2011-7-11 17:40

imagine you have one share in a particular stock

Po*(1-initial margin) is your initial cash outlay

divided by

1- maintainence margin, which is how much the bank allows you to lose.

is the price your margin call.

---

欢迎光临 CFA论坛 (http://forum.theanalystspace.com/)

Powered by Discuz! 7.2