A member of
Eurex Clearing
Eurex Clearing hereby announces that the margin estimation tool Prisma Margin Estimator (PME) will be decommissioned on 1 November 2019, at which date the license for PME will be terminated and the tool will no longer be supported.
PME is a third-party Java library that clients may download and use to estimate portfolio margins. Before the decommissioning, users are asked to migrate to one of Eurex Clearing’s existing solutions for margin estimation:
Eurex Clearing makes several tools available for margin estimation, descriptions of which are available on the Eurex Clearing website www.eurexclearing.com under the following link:
Risk management > Margin Calculators > Eurex Clearing Prisma Margin Calculators
Below is a short summary of the tools:
1. Cloud PME
Cloud PME is a margin estimator residing in the cloud providing both a GUI and an API. It was launched in August 2018 and is freely available to anyone. The tool supports ETD and OTC portfolios including cross-margining. Many input formats are supported including Eurex Clearing Member reports as a direct upload option. The solution is easily integrated into existing architecture and allows for a high degree of flexibility and automation. If you require more information on how to use or migrate to the new services, Eurex Clearing will assist you in this process. Please contact risk@eurexclearing.com for more information.
Links:
2. Eurex Clearing online margin calculator
The online margin calculator is available for Members only. It supports ETD and OTC portfolios including cross-margining. The solution runs directly on Eurex Clearing’s production environment and is available in a GUI or through an API (OTC only). Members should contact their Eurex Clearing account manager for further information.
Link:
Further information
| Recipients: | All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors |
| Target groups: | Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination |
| Contact: | Risk Exposure Management, risk@eurexclearing.com |
| Authorised by: | Thomas Laux |