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Eurex Clearing Announces Pre-trade Risk Limit Functionality
Published on Nov 30, 2010

Eurex Clearing, Europe’s clearing house for securities and derivatives transactions, launched its “Advanced Risk Protection” solution.

The new service enables clearing members and non-clearing members to control their trading and operational risks by setting pre-trade limits on aggregate risk metrics such as the total margin requirement. All members can define the level of protection for themselves, and clearing members are able to set limits for their non-clearing members. Up to three staggered limits are activated when the pre-defined risk metrics are breached. The risk checks are performed in real-time based on actual positions using real-time market prices.

“A reactive risk management approach is not sufficient to cope with the increasing speed in the trading environment. That’s why we give our customers the tools they need to proactively set risk limits in advance”, explained Thomas Book, member of the Eurex Executive Board responsible for clearing. “Our Advanced Risk Protection solution contributes to market safety and is our response to the market’s desire for powerful risk controls that are both latency-neutral and can easily be expressed in terms of real risk figures”, said Book.

With the Advanced Risk Protection, Eurex Clearing highlights its commitment to market safety and integrity. Today’s launch is another milestone on the road towards safeguarding financial markets. On March 15, 2010, Eurex Clearing launched the Enhanced Risk Solution, the first real-time risk data distribution service for derivatives to be offered by a central clearing house. With its suite of risk services, Eurex Clearing responds to industry trends like high frequency trading and direct market access, which dramatically increase the number of transactions and speed of trading. Eurex Clearing is the first central counterparty worldwide to offer risk management and margining data in real-time to its trading and clearing members.**

Vendor name: Eurex Clearing
Product name: Advanced Risk Protection
Product type: Market Risk | Risk Management | Trading Systems

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