Eurex Clearing Prisma Margin Calculators

Prisma Margin Estimator in Cloud (Cloud PME)

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.

Benefits

  • Transparent calculation
    Free tool which provides transparency on Eurex Clearing’s Prisma margin requirements with high accuracy
  • Portfolio-based margin simulation
    Allows clients to readily simulate margin requirements for single positions and portfolios under the Prisma methodology
  • Usable via GUI and API
    Provides margin simulation in a user-friendly environment and hassle-free integration with client systems and processes via GUI and REST API (in simulation only GUI is available).
  • Cloud-based set-up
    By running margin simulations in the cloud, you are sure to always use the latest version of Prisma and benefit from up-to-date features
  • Continuous development
    Releasing new features and Prisma margining for other asset classes based on client demand

Try for yourself