The Eurex RB Margin Calculator is a computer-based simulation program designed to help you calculate and simulate Eurex Clearing margin requirements, thanks to many functional features and its concise and intuitive user interface. The program is based on our Risk-based Margining model. With it, you can calculate margins for existing or new positions for products such as equities and bonds cleared by Eurex Clearing.
Using the program is easy. You can either select a specific product from a drop-down field or import open positions with a specially-formatted Excel file.
The basic principles of the Risk-Based Margining method used by Eurex Clearing and the calculation methods to determine margin requirements are explained in detail in the Eurex Clearing Risk-Based Margining brochure. Please note that the Margin Calculator and the brochure show the Eurex Clearing margin requirements for its members. Margin requirements may vary, depending on what brokers charge their end customers.
If you are installing the RB Eurex Margin Calculator on a computer with a Microsoft Windows™ operating system, please ensure that you have administrator rights on your system. You won't be able to install the RB Margin Calculator unless you are logged on as an administrator. Problems downloading the program or uploading margin may be related to your firewall settings. Please contact your system administrator for assistance.
FAQs
You want to know more about the Eurex Margin Calculator. Here you’ll find some answers to the most frequently asked questions.
