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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 /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 /sites/default/files/2024-05/Euronext%20Clearing%20-%20MVP%20%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 /sites/default/files/2024-06/20240614%20Euronext%20Clearing%20-%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 /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 Euronext Clearing - EQDER | Borsa Italiana Default Fund Parameters /sites/default/files/2024-07/20240703%20Euronext%20Clearing%20-%20EQDER%20%20Borsa%20Italiana%20Default%20Fund%20Parameters.pdf

Commodities Derivatives

Margins

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Euronext Clearing - COMDER | Model Parameters

English Version

English /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 /sites/default/files/2024-07/20240715%20-%20Euronext%20Clearing%20-%20Collateral%20%20Borsa%20Italiana%20Haircut%20Parameters.pdf Euronext Clearing - Collateral | Borsa Italiana Haircut Parameters
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Euronext Clearing - Collateral | Euronext Haircut Parameters

English Version

English /sites/default/files/2024-07/20240715%20-%20Euronext%20Clearing%20-%20Collateral%20%20Euronext%20Haircut%20Parameters.pdf Euronext Clearing - Collateral | Euronext Haircut Parameters

Eligibility

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Euronext Clearing - Collateral | Borsa Italiana Eligibility Criteria

English Version

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