Dynamic Curves

The X-Margin Credit Evaluation Methodology sets benchmarks for various parameters defining the curves and matrices for scoring. These benchmarks are dictated by the activities of the firm, which are broadly categorized as Delta Neutral Trading, Directional Trading, and Lending.

X-Margin weights the various activities of a firm, and uses averages to dictate the benchmarks for evaluation. This impacts Leverage, Market Risk, and Financial evaluations.