How Is the Required Collateral Amount Calculated for a Derivative Smart Contract?

The required collateral amount is typically calculated based on the maximum potential loss of the derivative position, similar to traditional margin requirements. This calculation often uses risk models, such as Value-at-Risk (VaR) or a simplified formula based on asset volatility and the strike price.

The smart contract automatically enforces this margin requirement, often demanding over-collateralization to maintain security.

Define “Maximum Loss” and “Maximum Gain” for a Short Put Option
How Is ‘Value at Risk’ (VaR) Used in Calculating Margin Requirements?
How Is Potential Future Exposure (PFE) Calculated for an OTC Derivatives Portfolio?
How Do Different Futures Exchanges Calculate Their Initial Margin Requirements?
What Is the Function of the “Independent Amount” in a CSA?
How Is the Margin for a Written Option Calculated?
How Does the Exchange Calculate the Risk-Based Margin for a Naked Option?
How Is the Maximum Loss Calculated for the Underlying Asset in a Collar?

Glossar