TTC First to Offer Real-Time Margin Calculations for Eurex Clearing Prisma

TTC's Janus Risk Management suite can support Eurex's Prisma by offering real-time market and clearing risk management.

alex-lamb-ttc
Alex Lamb is the head of Americas at London-based The Technancial Company (TTC).

Eurex Clearing is set to mothball its current Risk-Based Margining (RBM) system by the end of the year and replace it with a more powerful and demanding portfolio-based margin system named Prisma, a platform that TTC's Janus Risk Management suite can interface with, supporting clients' real-time market and clearing risk management activities. 

Janus technology processes exchange margin parameters via a complex-event processing (CEP) engine, which then generates outputs based on user-defined rule