Prisma Releases


Prisma Release 10.1

Eurex Clearing launched Prisma Release 10.1 in March 2021. An overview of the release relevant content for Clearing Members is available on this website. 

Simulation start:   02 February 2021
Production start: 15 March 2021

Prisma 10.1

System Documentation

The Prisma system documentations are store in the Member Section under the following path: Resources > Eurex Clearing Documents > Eurex Clearing Prisma > Release Documents > Documents & Circulars > Documents Release 10.1.

Circulars & Newsflashes

Release Items/ Participants Requirements

Feature/Enhancement

Details

Action Item

Layout changes to reports CD090 and CD091

Report layout will be changed to accommodate the new calculation logic for Default Fund Contributions. 

The date header fields “rptPrntEffDat” and “rptPrntRunDat” will be brought in line with other Prisma reports.

Clearing Members have to make sure they will be able to process the new report layouts.

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. 

Clients are requested to be prepared to meet the new Default Fund contributions based on the SLOM methodology beginning of April 2021.


Member Section

Are you looking for the system documentation? Visit the Member Section for more details.
Find out more!

Prisma

Eurex Clearing Prisma calculates combined risks across markets and venues cleared by Eurex Clearing for products sharing similar risk characteristics.
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CRE

The CRE is Eurex Group’s central solution for reports. The CRE allows a greater flexibility and meets the needs of today’s high frequency and algorithmic trading.
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In case of any questions or your require further information, please contact us at: risk@eurexclearing.com or client.services@eurexclearing.com.

Are you looking for information on previous releases? We have stored information about our previous releases in our Archive for you!  



Overview of content