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Eurex Clearing Prisma
Eurex Clearing Prisma
At Eurex Clearing, we are continuously shaping the standards of risk management. By raising the benchmark for an adequate risk calculation for our members, we are improving the safety and integrity of the marketplace. We are setting new standards by replacing our existing margin methodology (Risk-based Margining) with a new portfolio based margin approach — called Eurex Clearing Prisma — which will allow for cross margining for listed derivatives business and between listed and OTC derivatives business cleared through Eurex Clearing.
Overview of content
Advantages
Eurex Clearing Prisma offers the following benefits for our Clearing Members, their customers and for the Clearing House:
- Higher capital efficiencies: more accurate risk netting effects for listed, and between listed and OTC positions
- Greater accuracy: cross-product scenarios enable a consistent way to account for portfolio correlation and diversification effects
- Robustness: methodology designed to enable stable margin requirements
- Consistent framework: consistent risk and default management process for listed and OTC products
- More flexible: broader range of instruments covered with faster time-to-market
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