If you have a link - I would be glad to receive it . I don't mean the general explanation but a more detailed used by TOS,TD,IB etc. Thanks
http://www.interactivebrokers.com/en/p.php?f=margin&p=pm the only reason im posting this is because I was curious myself
PM haircut or margin requirement is calculated using the TIMS calculation. For equities, it "shocks" a portfolio +/- 15% and calculates your potential loss. Check out the OCC website for a summary and launch the online position editor to simulate positions and haircut. Remember, this in the minimum requirement, your prime broker can always ask for a higher requirement. http://www.theocc.com/risk-management/rbh/ https://cpm.theocc.com/tims_online.htm