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
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.
Release Items/Participants Requirements
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.
Are you looking for information on previous releases? We have stored information about our previous releases in our Archive for you!