A review of all Risk Models is performed at least annually by an independent Euronext Clearing Model Validation team, using an internally developed web-based tool (MoVE).

MoVE is a platform to identify and manage risk exposures across different asset classes. Amongst all functionalities, it provides both margin replica of Euronext Clearing's main asset classes and a wide suite of benchmark models.

Material changes to existing methodologies, as well as new models, are also subject to an independent validation.

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Model Validation.pdf

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English 21/03/2022 Model Validation.pdf /sites/default/files/2022-03/Model%20Validation.pdf
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MoVE.pdf

English

English 21/03/2022 MoVE.pdf /sites/default/files/2022-03/MoVE.pdf