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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.