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 - 015
English version
French version
February 22, 2012
Margin parameters for the Euronext Cash Amsterdam, Brussels, Lisbon, Paris, Bourse de Luxembourg and listed Securities traded on SecFinex, EquiductNotice 2011 - 128
English version
French version
August 26, 2011
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 2012 - 039
English version
French version
May 02, 2012
Margin parameters for Amsterdam, Brussels, Lisbon and Paris Derivatives Markets

Notice 2012 - 033
English version
French version
April 04, 2012

Bonds & Repo
Margin parameters for Transaction on Debt securities executed on trading and matching platforms and on MTS Italy market

Notice 2012 - 046
English version
French version
May 18, 2012

Margin parameters for Transaction on Debt securities executed on trading and matching platforms and on MTS Italy market

Notice 2012 - 038
English version
French version
April 25, 2012

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 and on MTS Italy market

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

Collateral Limits Notices and Instruction
Collateral Limits accepted by LCH.Clearnet SANotice 2012 - 032
English Version
French Version
March 29, 2012
Collateral Limits accepted by LCH.Clearnet SANotice 2012 - 019
English Version
French Version
March 1, 2012

Instruction - Collateral accepted to meet Margin requirements and Cash Payments

Instruction IV.4-1

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 2012 - 035
English version
French version
April 11, 2012
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 - 040
English version
French version
May 02, 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 - 034
English version
French version
April 10, 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 and on MTS Italy market

Notice 2011 - 150
English version
French version
October 14, 2011

Parameters for the Default fund Fixed income for Transactions on Debt securities executed on trading and matching platforms and on MTS Italy market

Notice 2011 - 141
English version
French version
September 16, 2011

Cap and Floor   
Cap and Floor of the Default fund for debt securities executed on trading and matching platforms and on MTS Italy market 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 on MTS Italy market 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 

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