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About EurexOTC Clear

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Xetra and Börse Frankfurt
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Join

ISA Direct
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LSOC

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Infrastructure and collateral

LSOC model

Porting under LSOC
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Partnership Program OTC IRD

Partnership Program Participants

Participant views
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Partnership Program Repo

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Participant views
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Product Specifications

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Risk

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Transparency Enabler Files

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Risk management

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
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Risk parameters

Haircut and adjusted exchange rates

Securities margin groups and classes

Prices Rolling Spot Future

File services

Bond Clusters
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Transaction management

Listed derivatives

OTC derivatives

Listed securities

Cash management

Delivery management

CCP eligible instruments
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Collateral management

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Margining

Eurex Clearing Prisma

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Margining process
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Margin Calculators

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RBM Calculator
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EMIR 3.0 - active account

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IBOR Reform

Uncleared Margin Rules
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Regulations

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U.S. Taxation

Legal opinions

Sanctions regimes
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Find

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22 Mar 2023

Update on USD LIBOR Conversion - EurexOTC Clear Simulation

Please be informed that “SIMU market quotes EOD 2023-03-21 “ have been uploaded to Eurex Clearing Member Section. The csv file is available in the Member Section, under the following path:

Resources > Eurex Clearing > Documentation & Files > Benchmark Transition Information > LIBOR Trade conversions

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