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Methodologies

Interrogazioni

Per ulteriori informazioni potete contattare la funzione Risk Management al seguente indirizzo email: CCP-rm.group@euronext.com.

Fixed Income

Margins

  • PDF

Euronext Clearing - FIRE | MtM Margin

English

English /sites/default/files/2021-09/module%20A1%20-%20mark-to-market%20margins.pdf Euronext Clearing - FIRE | MtM Margin
  • PDF

Euronext Clearing - FIRE | Initial Margin

English

English /sites/default/files/2021-09/module%20A2%20-%20initial%20margins.pdf Euronext Clearing - FIRE | Initial Margin
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Euronext Clearing - FIRE | Decorrelation Margin

English

English /sites/default/files/2021-09/module%20A3%20-%20decorrelation%20risk%20add-on.pdf Euronext Clearing - FIRE | Decorrelation Margin
  • PDF

Euronext Clearing - FIRE | Idiosyncratic Margin

English

English /sites/default/files/2021-09/module%20A4%20-%20idiosyncratic-concentration%20risk%20add-on.pdf Euronext Clearing - FIRE | Idiosyncratic Margin
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Euronext Clearing - FIRE | Repo-Term Margin

English

English /sites/default/files/2021-09/module%20A5%20-%20repo-concentration%20risk%20add-on.pdf Euronext Clearing - FIRE | Repo-Term Margin
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Euronext Clearing - FIRE | Liquidity Margin

English

English /sites/default/files/2023-07/FIRE-%20Liquidity%20addon.pdf Euronext Clearing - FIRE | Liquidity Margin
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Euronext Clearing - FIRE | Settlement Margin

English

English /sites/default/files/2021-09/module%20A6%20-%20settlement%20risk%20add-on.pdf Euronext Clearing - FIRE | Settlement Margin
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Euronext Clearing - FIRE | Total Margins

English

English /sites/default/files/2023-07/A7.%20Final%20margins.pdf Euronext Clearing - FIRE | Total Margins
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Euronext Clearing - MVP | Manual

English

English /sites/default/files/2022-08/4618EN%20202104%20v02.2%20Fixed%20Income%20-%20Margins-Manual-%28MVP%29.pdf Euronext Clearing - MVP | Manual
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Euronext Clearing - MVP | Parameters Methodologies

English

English /sites/default/files/2022-08/4568EN%20202104%20v02.2%20Fixed%20Income%20-%20Parameters%20Methodologies%20used%20in%20Margin%20calculations.pdf Euronext Clearing - MVP | Parameters Methodologies
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Euronext Clearing - MVP | SRF Disclosure for Members

English

English /sites/default/files/2022-09/4569EN%20202207%20v03.1%20Fixed%20Income%20-%20SRF%20Disclosure%20for%20Members_0.pdf Euronext Clearing - MVP | SRF Disclosure for Members
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Euronext Clearing - FIRE | Data Flows

English

English /sites/default/files/2023-07/FIRE_data_flows_v3_2.pdf Euronext Clearing - FIRE | Data Flows

Default fund

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Manuale Default Fund Comparto Obbligazionario

Italiano

Italiano /sites/default/files/2021-04/4570IT%20202104%20v02.0%20Obbligazionario%20-%20Manuale%20default%20fund.pdf Manuale Default Fund Comparto Obbligazionario

Equity & Equity Derivatives

Margins

Methodological Notes

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Euronext Clearing - EQDER | Mark-to-market & Variation margins

English

English /sites/default/files/2024-02/module_a1_-_mark-to-market_variation_margins.pdf Euronext Clearing - EQDER | Mark-to-market & Variation margins
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Euronext Clearing - EQDER | Initial margins

English

English /sites/default/files/2023-04/Module%20A2%20-%20initial%20margins.pdf Euronext Clearing - EQDER | Initial margins
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Euronext Clearing - EQDER | Decorrelation Margin

English

English /sites/default/files/2023-04/Module%20A3%20-%20decorrelation%20risk%20add-on.pdf Euronext Clearing - EQDER | Decorrelation Margin
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Euronext Clearing - EQDER | Total Margin

English

English /sites/default/files/2023-04/Module%20A4%20-%20total%20margins.pdf Euronext Clearing - EQDER | Total Margin

BITA Data Flows

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Euronext Clearing - EQDER | Borsa Italiana Data Flows

English

English /sites/default/files/2023-05/VaR%20Data%20Flows%20for%20Italian%20markets.pdf Euronext Clearing - EQDER | Borsa Italiana Data Flows

ENXL Data Flows

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Euronext Clearing - EQDER | Euronext Data Flows

English

English /sites/default/files/2024-05/202406%20Euronext%20Clearing%20Derivatives%20Report%20-%20Equities.pdf Euronext Clearing - EQDER | Euronext Data Flows

BITA Margin Replica File Set

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Euronext Clearing - EQDER | Borsa Italiana Margin Replica File Set

English

English /sites/default/files/2024-04/Euronext%20Clearing%20%20EQDER%20%20Margin%20Replica%20File%20Set.pdf Euronext Clearing - EQDER | Borsa Italiana Margin Replica File Set
  • ZIP

Euronext Clearing - EQDER | Borsa Italiana Sample Model Parameters File

English

English /sites/default/files/2023-05/parameters.zip Euronext Clearing - EQDER | Borsa Italiana Sample Model Parameters File
  • CSV

Euronext Clearing - EQDER | Borsa Italiana Sample Instrument Scenario Price File

English

English /sites/default/files/2023-05/scen_sample_restr.csv Euronext Clearing - EQDER | Borsa Italiana Sample Instrument Scenario Price File
  • CSV

Euronext Clearing - EQDER | Borsa Italiana Sample FX Scenario Value File

English

English /sites/default/files/2023-05/forex_new_restr.csv Euronext Clearing - EQDER | Borsa Italiana Sample FX Scenario Value File

ENXL Margin Replica File Set

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Euronext Clearing - EQDER | Euronext Margin Replica File Set

English

English /sites/default/files/2024-06/Euronext%20Clearing%20EQDER%20Margin%20Replica%20File%20Set_0.pdf Euronext Clearing - EQDER | Euronext Margin Replica File Set
  • ZIP

Euronext Clearing - EQDER | Euronext Sample Files

English

English /sites/default/files/2024-03/eqder1.zip Euronext Clearing - EQDER | Euronext Sample Files

Default fund

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Euronext Clearing - EQDER (COMDER) | Default fund

English

English /sites/default/files/2024-08/NCAs%20-%20module%20A9%20-%20Default%20Fund%20v2.0.pdf Euronext Clearing - EQDER (COMDER) | Default fund

Commodities Derivatives

Margins

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Euronext Clearing - COMDER - Initial margins

English

English /sites/default/files/2024-11/Euronext%20Clearing%20-%20COMDER%20-%20Initial%20margins.pdf Euronext Clearing - COMDER - Initial margins
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Euronext Clearing - COMDER | Decorrelation Margin

English

English /sites/default/files/2024-11/Euronext%20Clearing%20-%20COMDER%20%20Decorrelation%20Margin.pdf Euronext Clearing - COMDER | Decorrelation Margin
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Euronext Clearing - COMDER | Total Margin

English

English /sites/default/files/2024-11/Euronext%20Clearing%20-%20COMDER%20%20Total%20Margin.pdf Euronext Clearing - COMDER | Total Margin
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Euronext Clearing - COMDER | Mark-to-market & Variation margins

English

English /sites/default/files/2024-11/Euronext%20Clearing%20-%20COMDER%20%20Mark-to-market%20%26%20Variation%20margins.pdf Euronext Clearing - COMDER | Mark-to-market & Variation margins
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Euronext Clearing - AGREX | Methodological Notes

English

English /sites/default/files/2021-05/4577EN%20202104%20v02.0%20Agricultural%20Der%20-%20Margins%20Manual%20%28MMeG%29%20.pdf Euronext Clearing - AGREX | Methodological Notes
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Euronext Clearing - COMDER | Data Flows

English

English /sites/default/files/2024-05/202406%20Euronext%20Clearing%20Derivatives%20Report%20-%20Commodities.pdf Euronext Clearing - COMDER | Data Flows
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Euronext Clearing - COMDER | Margin Replica File Set

English

English /sites/default/files/2024-11/Euronext%20Clearing%20-%20COMDER%20%20Margin%20Replica%20File%20Set.pdf Euronext Clearing - COMDER | Margin Replica File Set
  • ZIP

Euronext Clearing - COMDER | Sample Files

English

English /sites/default/files/2024-03/comder1.zip Euronext Clearing - COMDER | Sample Files

Default fund

  • PDF

Euronext Clearing - AGREX | Default Fund

English

English /sites/default/files/2021-05/4578EN%20202104%20v02.0%20Agricultural%20Der%20-%20Default%20Fund%20Manual.pdf Euronext Clearing - AGREX | Default Fund
  • PDF

Euronext Clearing - EQDER (COMDER) | Default fund

English

English /sites/default/files/2024-08/NCAs%20-%20module%20A9%20-%20Default%20Fund%20v2.0.pdf Euronext Clearing - EQDER (COMDER) | Default fund

Stress test

Stress Test

  • PDF

Le Metodologie di Stress Test

Italiano

Italiano /sites/default/files/2024-03/Euronext%20Clearing%20-%20Metodologie%20di%20Stress%20Test.pdf Le Metodologie di Stress Test

Collateral

  • PDF

Euronext Clearing - Collateral Management Framework

English

English /sites/default/files/2023-12/ENXC%20Collateral%20Framework.pdf Euronext Clearing - Collateral Management Framework