Margin period of risk

Japanese

マージン・ピリオド・オブ・リスク

Also known as

MPOR, MPR

Last reviewed

September 26, 2026

This is a draft, shown for review before publication.

The margin period of risk (MPOR) is the period from when collateral stops being exchanged with a counterparty until the trades are closed out after the counterparty's default and the market risk is hedged again. Changes in market value during this period are not covered by variation margin and remain as exposure.