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Roadmap for collateral: Collateral fee adaptations and incentives to strengthen CCP risk management
Release date: 07 Mar 2018 | Eurex Clearing
No. 029/2018 Roadmap for collateral: Collateral fee adaptations and incentives to strengthen CCP risk management
Effective 3 April 2018, the following measures of Eurex Clearing will come into effect:
General adaptations to collateral fees:
- Introduction of a benchmark reference rate for the calculation of
interest rates on customer cash collateral - Changes to cash handling and securities collateral fees
Treatment of gross segregation and direct membership models:
- Collateral fee incentive scheme
- Intended adjustment of default fund contributions by end of the year, subject to further market consultation and EMIR Risk Committee
This circular contains the updated sections of the Clearing Conditions and the Price List of Eurex Clearing AG, as decided by the Executive Board of Eurex Clearing, which will come into effect on 3 April 2018.
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