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Eurex Clearing
Eurex Clearing AG will conduct the next simulation of its Default Management Process (DMP) on the basis of a fictitious Clearing Member default from 2 February to 8 February 2016.
Upon request of the Bank of England, the German Central Bank (Deutsche Bundesbank) and BaFin, Eurex Clearing fire drill will occur at the same time as the one of LCH.Clearnet.
The simulated defaulting Clearing Member will have portfolios in two different liquidation groups, i.e. in Equity/Equity Index derivatives and OTC IRS/Fixed Income derivatives.
Clearing Members whose participation is required on a mandatory basis will be contacted directly by Eurex Clearing as soon as possible. For all other Clearing Members, a voluntary participation in the default management fire drill is recommended.
Interested Clearing Members may use the attached form to register for the Eurex Clearing DMP simulation and return it via email to dmp_inbox@eurexclearing.com.
Further information - such as the document “DMP Fire Drill Preparation Guide” - can be retrieved from the Member Section of the Eurex Clearing website www.eurexclearing.com.