Similarly, a Point of No Return (PNR) is calculated for each underlying security in your account. This calculation is based on criteria such as the security’s volatility, historical data, liquidity, among others. Rather, it is a calculation of what the security’s price could realistically move in a day in response to an external factor such as news or a general market shock. The EPR is not a predictor of price movement. This EPR is theoretical estimate in which we expect the security could potentially move up or down a given amount in a single day.
We maintain an Expected Price Range (EPR) for each security for which you can trade. If the position loss creates a negative net liquidation value in your account, we call this “exposure”.
RBC margin is a model that compares the theoretical loss of a position in your account to your account’s net liquidation value. Risk-based concentration (RBC) margin is a new margin system available to all margin-approved retail accounts. Risk-Based Concentration (RBC) Margin System: How It Works
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