The Cloud Prisma Margin Estimator (Cloud PME) is Eurex Clearing’s cloud-based solution for margin simulations under Prisma, Eurex Clearing’s margin methodology. The service is free of charge and specifically tailored for end users who wish to simulate margin requirements for Exchange Traded Derivatives (ETDs) or OTC interest rate swaps with or without cross margining. Cloud PME is easy to use and is accessible via any web browser’s GUI. Users may enter individual ETD positions or portfolios directly into the GUI or upload ETD/OTC portfolios in several formats, and the resulting margin is directly available in the GUI. More advanced or technically adept users can also connect to the service via an API, allowing for a high degree of flexibility and automation. The Cloud PME is also available for the simulation environment via GUI in order to make it possible to test enhancements coming with a release.
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