Eurex Clearing launched Prisma Release 10.1 in March 2021. An overview of the release relevant content for Clearing Members is available on this website.
Simulation start: 02 February 2021
Production start: 15 March 2021
The Prisma system documentations are store in the Member Section under the following path: Resources > Eurex Clearing Documents > Eurex Clearing Prisma > Release Documents > Documents & Circulars > Documents Release 10.1.
Release Items/Participants Requirements
Feature/Enhancement | Details | Action Item |
Layout changes to reports CD090 and CD091 | Report layout was changed to accommodate the new calculation logic for Default Fund Contributions. The date header fields “rptPrntEffDat” and “rptPrntRunDat” was brought in line with other Prisma reports. | Clearing Members have to make sure they will be able to process the new report layouts. |
Change of calculation of Default Fund contributions | The calculation of Default Fund contributions will be changed from a percentage of IM approach to a Stress Loss over Margin (SLOM) based methodology. | Clients are requested to be prepared to meet the new Default Fund contributions based on the SLOM methodology beginning of April 2021. |
Are you looking for information on previous releases? We have stored information about our previous releases in our Archive for you!
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