The Prisma Online Margin Calculator simulates and calculates the margin requirements for Eurex listed derivatives and OTC interest rate swap derivatives as well as the cross margining benefits of combined portfolios.
Key facts
- browser-based calculator for our Members running on Eurex Clearing's production and simulation environment
- delivers highly accurate what-if scenarios and incremental risk calculations based on current production data
- easy to access via a web front-end after secure login request and two-way user authentication (via password and certificate)
- OTC margin estimations can also be triggered via a convenient API connection
- convenient export functionalities in existing clearing applications to allow easy export of trades and positions as an upload file
- in case Members want to create their own test portfolios, the tool provides trade and position templates for the available product groups inclusing filed descriptions how to fill in the templates correctly
For further support please contact your Eurex Clearing Account Manager.