This page contains spreadsheet examples referred to in my CCP Book. Key inputs are marked in green.

  NOTE: The files below are all saved as Excel 2013 Macro-Enabled Worksheet (xlsm). These may not be compatible with old versions of Excel unless you have downloaded the compatibility pack. If you cannot open a file this is likely to be the problem.

• Compression Example – 13KB
• Loss Allocation Examples – 58 KB
• Initial Margin Calculations – 1,438 KB
• Client Accounts – 29 KB

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