Eurex Clearing
At Eurex Clearing, we are continuously shaping the standards of risk management. Eurex Clearing Prisma, our new portfolio-based margining approach, is a new benchmark, which is gradually replacing our existing Risk-Based Margining methodology. Eurex Clearing Prisma was introduced for equity derivatives in May 2013. It offers significant margin offsetting capabilities within asset classes for diversified portfolios.
In May 2014, we will be expanding this to cross-margining between listed fixed income derivatives and the OTC IRS business. So our Clearing Members and interested clients can leverage their existing portfolios in Euro-Bund, Euro-Bobl and Euro-Schatz Futures and Options and combine them with their interest rate swap positions in order to reduce portfolio risk and optimize their margin requirement.
To cover margining requirements, we accept a very broad spectrum of eligible collateral with over 25,000 products across a wide range of government and corporate bonds as well as European blue chip equities.
Get started
In order to help you to analyze these cross margining benefits before May 2014, we are offering to carry out individual calculations based on our Prisma Risk Evaluation Prototype (PREP) starting on 30 September 2013. Our PREP service can calculate initial margin requirements for interest rate portfolios consisting of fixed income futures, options and interest rate swaps, as well as portfolios consisting of equity derivatives and equity index derivatives available at Eurex Exchange.
More questions?
If you would like more information on how to use our PREP service or how to provide a portfolio to us please get in contact with us and find further information on our website.
