# Dynamic Margin & Risk Management

#### Key Features of Moveposition's Dynamic Margin: <a href="#key-features-of-superpositions-dynamic-margin" id="key-features-of-superpositions-dynamic-margin"></a>

At the core of Moveposition’s portfolio margining systems sits Concordia's risk engine, which is an FHS VaR (Filtered historical simulation value at risk model) based on the Bank of England's pioneering research in dynamic VaR models that pushes the boundaries of what's possible in this space. Below, we will explore just how it’s doing that.

The Moveposition Dynamic Margin has two main risk components:

1. Market Risk (Powered By Concordia)

* Data-driven dynamic margin for established tokens (traded for 90+ days)
* Proxy dynamic margin for new tokens (traded for less than 90 days)

{% hint style="info" %}
Future Roadmap Implementations

* Diversification Risk
* Concentration Risk
* Event Risk
  {% endhint %}

2. Protocol Risk Management

* Liquidity Caps
* Emergency Freeze
* Rebalancing (Liquidations)

{% hint style="info" %}
Future Roadmap Considerations

* Volume-Based Protocol Throttling
  {% endhint %}


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