Eurex Clearing would like to inform Clearing Members, Non-Clearing Members, and Registered Customers about the new Eurex Clearing Prisma Margin Estimator (Eurex Clearing PME) designed in collaboration with the financial technology company OpenGamma.
The release of Eurex Clearing PME will help market participants and their clients to assess Eurex Clearing Prisma initial margins for their current as well as for any hypothetical portfolios. Eurex Clearing PME will be an additional offering to the existing Margin Calculator which is available in parallel. Eurex Clearing PME is designed as an on-premise solution, offering full API integration capabilities and very quick calculation.
Release of Eurex Clearing PME is scheduled for 16 November 2015.
Eurex Clearing PME is designed to support our Clearing Members and clients specifically in the following situations: