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Parameters

Queries

Please find free to contact our Risk Management at the following email address (Euronext Clearing - Risk Management Group) for any queries: CCP-rm.group@euronext.com .

Fixed Income

Margins

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Euronext Clearing - FIRE | Model Parameters

English Version

English 18/11/2022 /sites/default/files/2022-11/module%20A0%20-%20model%20parameters.pdf Euronext Clearing - FIRE | Model Parameters
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Euronext Clearing - MVP | Corporate Margin Intervals

English Version

English 13/05/2022 /sites/default/files/2024-04/20240415%20Euronext%20Clearing%20-%20MVP%20Corporate%20Margin%20Intervals.pdf Euronext Clearing - MVP | Corporate Margin Intervals

Default fund

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Euronext Clearing - FIRE | Default Fund Parameters

English Version

English 11/01/2023 /sites/default/files/2024-03/20240321%20Fixed%20Income%20-%20Default%20Fund%20Parameters.pdf Euronext Clearing - FIRE | Default Fund Parameters

Equity & Equity Derivatives

Margins

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Euronext Clearing - EQDER | Model Parameters

English Version

English 11/03/2024 /sites/default/files/2024-03/Module%20A0%20-%20model%20parameters_core.pdf Euronext Clearing - EQDER | Model Parameters

Default fund

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Euronext Clearing - EQDER | Borsa Italiana Default Fund Parameters

English Version

English 12/08/2022 Euronext Clearing - EQDER | Borsa Italiana Default Fund Parameters /sites/default/files/2024-04/ENG_TABELLONE%20DEFAULT%20FUND%20EQUITY.pdf

Commodities Derivatives

Margins

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Euronext Clearing - COMDER | Model Parameters

English Version

English 01/12/2023 /sites/default/files/2024-03/NCAs%20-%20module%20COMDER0B%20-%20core%20model%20parameters.pdf Euronext Clearing - COMDER | Model Parameters

Collateral

Haircuts

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Euronext Clearing - Collateral | Borsa Italiana Haircut Parameters

English Version

English 19/03/2024 /sites/default/files/2024-04/Euronext_clearing_-_collateral_borsa_italiana_haircut_parameters.pdf Euronext Clearing - Collateral | Borsa Italiana Haircut Parameters
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Euronext Clearing - Collateral | Euronext Haircut Parameters

English Version

English 19/03/2024 /sites/default/files/2024-04/Euronext_clearing_-_legacy_clearing_haircut_parameters.pdf Euronext Clearing - Collateral | Euronext Haircut Parameters

Eligibility

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Euronext Clearing - Collateral | Borsa Italiana Eligibility Criteria

English Version

English 16/03/2021 /sites/default/files/2024-02/4595EN%2020221010%20Collateral%20Eligibility%20Criteria_BITA.pdf Euronext Clearing - Collateral | Borsa Italiana Eligibility Criteria
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Euronext Clearing - Collateral | Euronext Eligibility Criteria

English Version

English 01/02/2024 /sites/default/files/2024-02/4595en_20231023_collateral_eligibility_criteria_enx_cash_markets_1.pdf Euronext Clearing - Collateral | Euronext Eligibility Criteria