Based on the TIMS margin methodology, CPM takes an OCC generated master file of profit and loss values and a user generated position file as input.

Portfolio Margin Calculator (PMC) is a margin calculation “engine” that generates requirements using OCC's Theoretical Inter-Market Margin System (TIMS).

The OCC provides broker-dealers with the TIMS (Theoretical Intermarket Margining System) methodology which is used to compute the baseline margin requirements ...

This framework, known as OCC's TIMS® system (Theoretical Intermarket Margin System), prescribes how profits and losses are calculated, the assumed market moves ...

This system—based on the OCC's TIMS methodology—sets the margin requirement to the maximum hypothetical loss of the portfolio.

The TIMS portfolio margin calculations are an example of scenario analysis, a technique investors use to estimate their portfolio's value and level of risk.

Portfolio Margin (PM) is a risk-based margining methodology that determines buying power requirements for eligible positions in a portfolio margin account.

This model, known as the Theoretical Intermarket Margining System ("TIMS"), is applied each night to U.S. stocks, OCC stock and index options and U.S. single ...

TIMS is the approved methodology for portfolio margining and for broker-dealer net capital requirements under SEA Rule 15c3-1. How often should a firm's ...