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Nov 08, 2013

Eurex Clearing

Additionally Monitored Risks: Credit Risk, Concentration Risk and Wrong Way Risk - Clarification

Eurex Clearing would like to clarify the following aspects regarding its Eurex Clearing circular 121/13 (“Additionally Monitored Risks: Credit Risk, Concentration Risk and Wrong Way Risk”)from 25 October 2013:

a) Handling of concentration risk limits on Member level vs. limits on clearing house level (CCP)

b) Handling of concentration risk thresholds on country/sovereigns and supra national issues classified as “Green”.