Business Streams

ccCFDs
Commodities
Credit Default Swaps
Derivatives
Energy
Equities
Fixed Income
Freight
Interest Rate Swaps

Risk Management - SA

The Clearing House needs to provide robust and prudent risk management in order to meet its overriding objective: to provide Clearing Members with a central counterparty of the highest quality and to safeguard the interests of the company's shareholders and contributors to its Clearing Funds.

Margining

Margin Parameters

Bonds and Repos
Cash
Derivatives

Methods

Bonds
Derivatives
Securities

Communication Packages - LCH.Clearnet SA

LCH.Clearnet - General Introduction to Risk Mitigation
Default Protections
Risk Management compared to External Standards
LCH.Clearnet - Default History

Intra-day Margin

Intra-day Margin for Derivatives - Service Description v2.1

Default Fund

Default Fund Summary
Default Fund Notices

Collateral Management

In order to guarantee the net positions of Clearing Members and to be able to manage the risk of a default, LCH.Clearnet SA requires its members the deposit of an initial margin.