Risk Management

LCH SA Risk Notices

Margin Parameters

RepoClear

Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms English Version Notice 2022 - 037 June 17, 2022

DigitalAssetClear

Margin parameters for the Transactions registered in the Digital Asset Derivatives Clearing System English Version Notice 2025 - 020 May 6, 2025

Margin Call Principle

DigitalAssetClear

Margin Calls principles related to Margins requirements and payment obligations on Digital Asset Derivatives Markets English Version Notice 2025 - 019 May 6, 2025

Variation Margin Methodology

RepoClear

Variation Margin Methodology for Transaction on Debt securities executed on Trading and Matching Platforms
English version
Notice 2024 - 001 May 16, 2024

Collateral Margin

Eligible Collateral and Applicable Haircut

RepoClear

English version

French version

Notice 2025 - 024 May 6, 2025
CDSClear English version Notice 2025 - 025 May 6, 2025
DigitalAssetClear English version Notice 2025 - 026 May 6, 2025

Positions Limit

DigitalAssetClear

Positions limits on digital asset derivative contracts English version Notice 2025 - 021 May 6, 2025

Default Fund

RepoClear Default Fund

The Fixed Income Default Fund English version Notice 2025 - 027 May 6, 2025

DigitalAssetClear Default Fund

Digital Asset Derivatives Default Fund parameters for Transactions registered in the Digital Asset Derivatives Clearing System English version Notice 2025 - 022 May 6, 2025