Eurex Clearing will introduce Prisma Release 10.1 in March 2021. An overview of the release relevant content for Clearing Members is available on this website. To ensure effective information distribution, we kindly ask interested persons to subscribe to the RSS feed of this website.
Simulation start: 2 February 2021
Production start: 15 March 2021
Features and Enhancements / Participation requirements
With Prisma Release 10.1 the following changes will be introduced:
- Layout changes to reports CD090 and CD091
The layout of reports CD090 and CD091 will be changed to accommodate the new calculation logic for Default Fund Contributions. Detailed changes to the reports and respective fields are published in the Prisma report reference manual in the Member Section of Eurex Clearing.
Please note that in line with the above-mentioned changes, date header fields “rptPrntEffDat” and “rptPrntRunDat” in the reports CD090 and CD091 will be brought in line with other Prisma reports to both show the report business date.
- Change of calculation of Default Fund contributions
The calculation of Default Fund contributions will be changed from a percentage of IM approach to a Stress Loss over Margin (SLOM) based methodology. This model change is currently under regulatory review (ongoing EMIR Article 49 model change process). Given regulatory approval, the change will be introduced on 15 March 2021, aligned with Prisma Release 10.1. Details of the methodology will be published in a separate Eurex Clearing circular.
The updated Report Reference Manual is now available in the Eurex Clearing Member Section.
In case of any questions or your require further information, please contact us at: email@example.com or firstname.lastname@example.org.