A member of
About EurexOTC Clear
EMIR 3.0 – active account
CCP Switch
On-boarding
Compression Service
Product Scope
Interest Rate Swaps
Inflation Swaps
Settlement Prices
Service Offering for PSAs
Clearing Member
ISA Direct Member
ISA Direct Light Licence Holder
Clearing Agent
Client
Jurisdictions
Multiple Clearing Relationships
Segregation Set up
Cross-Project-Calendar
Readiness for projects
C7 Releases
C7 SCS Releases
C7 CAS Releases
EurexOTC Clear Releases
Prisma Releases
Member Section Releases
Simulation calendar
Archive
User ID Maintenance
Clearing Hours
Clearing Reports
Product Specifications
Clearing on behalf
Delivery Management
Transaction Management
Collateral Management
Collateral
Transparency Enabler Files
Segregation Models
Reports
Default Fund
Intraday Margin Calls
OTC Clear Procedures
OTC Clear Tutorials
Cross Margining Support
Supplementary Margins
Default Waterfall
Model Validation
Stress testing
Default Management Process
Client Asset Protection under EMIR
Client Asset Protection under LSOC
Credit, concentration & wrong way risk
System-based risk controls
Pioneering CCP Transparency
Haircut and adjusted exchange rates
Securities margin groups and classes
Prices Rolling Spot Future
File services
Bond Clusters
Listed derivatives
OTC derivatives
Listed securities
Cash management
Delivery management
CCP eligible instruments
Eurex Newsletter Subscription
Circulars & Newsflashes Subscription
Corporate Action Information Subscription
Circulars & Readiness Newsflashes
News
Videos
Webcasts on demand
Publications
Forms
Events
FAQs
Production Newsboard
Eurex
Last August, we have launched our free-of-charge open access margin estimation service that enables clients to margin their listed derivatives portfolios under the Prisma margin methodology. After a very successful introduction, we now start phase two of our new service by providing clients with the ability to simulate margins of OTC interest rate swap portfolios. This service includes the possibility to cross-margin ETD and OTC portfolios, thereby allowing the user to simulate margin optimization.
The free and easy-to-use simulation tool comes with more API input options such as member reports and sensitivities, allowing the user to easily perform what-if margin analyses by directly uploading their existing portfolios with additional trades and positions. Finally, the option to perform margin simulations on historical dates allows the user to go back in time to better understand past events and how margin evolves over time.
Adding these features is especially relevant in the light of the Eurex Clearing Partnership Program for OTC interest rate derivatives. With this new extended service, which is part of our strategic roadmap fostering new technologies to enhance efficiency, we massively extend the transparency of our real-time risk management system Prisma with cloud Technology.