Risk Management

Business Streams

Risk Notices

Risk Management Instructions
Margin Parameters
Cash
for Euronext Cash Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg and Equiduct
Margin parameters for the Euronext Cash Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg and EquiductNotice 2012 - 105
English version
French version
September 19, 2012
Margin parameters for the Euronext Cash Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg and EquiductNotice 2012 - 092
English version
French version
August 07, 2012
for Cassiopeia
Margin parameters for Cassiopeia platforms Notice 2011 - 102
English version
July 07, 2011
Derivatives
Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives MarketsNotice 2013 - 037
English version
French version
May 02, 2013
Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets

Notice 2013 - 033
English version
French version
April 16, 2013

Bonds & Repo
Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms

Notice 2013 - 039
English version
French version
May 17, 2013 

Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms

Notice 2013 - 029
English version
French version
April 03, 2013

Bonds & Repo - Same-Day Repo  
Same-Day Repo Margining on French BondsNotice 2009 - 040
English version
French version
March 13, 2009
 Variation Margin Methodology
Bonds & Repo
Variation Margin Methodology for Transaction on Debt securities executed on Trading and Matching Platforms

Notice 2012 - 027
English version 
French version
March 20, 2012

Open Position Limits Notices and Instructions
Monep contracts

Instruction - Position limits applicable on the Monep

Instruction IV.1-2
Commodities contracts

Position Limits on commodities futures contracts

 Notice 2013 - 032
English version
French version
April 12, 2013
Instruction - Position limits applicable on commodities futuresInstruction IV.1-1
Default Fund
The Cash and Derivatives Default Fund
Parameters
Parameters of the calculation of the contributions to the Cash and Derivatives Default Fund for Transactions registered in the Cash & Derivatives Clearing SystemNotice 2012 - 076
English version
French version
July 24, 2012
Parameters of the calculation of the contributions to the Cash and Derivatives Default Fund for Transactions registered in the Cash & Derivatives Clearing SystemNotice 2012 - 040
English version
French version
May 02, 2012
Parameters for Cassiopeia platforms
Parameters of the calculation of the contributions to the Cash and Derivatives Default Fund for Cassiopeia Notice 2011 - 103
English version
July 07, 2011
Cap and Floor
Cap and floor of the Default Fund for transactions registered in Cash and Derivatives Clearing system and the individual additional marginNotice 2011 - 004
English and French version
January 11, 2011
Cap and floor of the Cash and Derivatives Default Fund for Securities or Derivatives product Groups(excepted MTS Italy) and Bluenext market and the individual additional marginNotice 2008 - 127
English and French version
October 7, 2008
Instructions   
The Cash and Derivatives Default Fund for Securities or Derivatives product Groups (excepted MTS Italy Regulated Market) and BlueNext marketIV.3-1
The Fixed income Default Fund
Parameters   
Parameters for the Default fund Fixed income for Transactions on Debt securities executed on Trading and Matching Platforms

Notice 2012 - 124
English version
French version
November 26, 2012

Parameters for the Default fund Fixed income for Transactions on Debt securities executed on Trading and Matching Platforms

Notice 2012 - 091
English version
French version
August 06, 2012

Cap and Floor   
Cap and Floor of the Default fund for debt securities executed on Trading and Matching Platforms and the additional margin

Notice 2011 - 163
English and French version
November 30, 2011

Cap and Floor of the Default fund for debt securities executed on Trading and Matching Platforms and the additional margin

Notice 2011 - 127
English and French version
August 26, 2011

Instructions   
The Default Fund Fixed income for trading and Matching Platforms and the MTS Italy Regulated MarketIV.3-2
 Default Management instructions and information
Instructions 
Financial resources used by LCH.Clearnet SA in case of default of a Clearing Member IV.5-1 

Liquidation and transfer processes in case of an event of default of a Clearing Member

IV.5-2 

Related Items