Eurex Clearing said it launched Eurex Clearing Prisma, a risk management system that applies a portfolio methodology


Eurex Clearing said it launched Eurex Clearing Prisma, a risk management system that applies a portfolio methodology

http://www.automatedtrader.net/news/at/142960/eurex-clearing-launches-new-risk-management-system

Frankfurt – Eurex Clearing said it launched Eurex Clearing Prisma, a risk management system that applies a portfolio methodology.

The new system will be rolled out for all products cleared by Eurex Clearing and will replace the current Risk Based Margining methodology.

Eurex Clearing said that by capturing risk reducing portfolio effects, Prisma promotes hedged positions and increases capital efficiency.

“After full roll-out, Eurex Clearing will, as the first major clearing house, apply a single consistent methodology and system across all asset classes cleared including listed and OTC products and thereby increase operational efficiency,” the company said.

Eurex Clearing Prisma applies a simulation-based Value-at-Risk model which covers historical and hypothetical stress scenarios

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