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