Type: Functional Overview
Euronext Clearing – Equity and Equity Derivatives VaR Data Flows Clearing
Euronext Clearing - How Clearing Works v1.0 Clearing

The purpose of this document is to provide a description of the proposed target clearing and settlement service model envisaged by Euronext Clearing for the Euronext cash markets. This document is based on Euronext Clearing’s high-level business requirements and takes into account client feedback gathered from a number of member consultations. Following implementation and clarification on feedback from clients, the document may be updated with further information providing additional detail. In the case of any functional changes, they will be highlighted and communicated to clients in due course. A number of functionalities described in this document are subject to regulatory approval, and confirmation of implementation will be provided in due time.

Type: Specifications
Euronext Clearing Interfaces Technical Specifications Cash v1.0 Clearing

This document sets out the Euronext Clearing System technical guidelines. It describes the different access points and their interfaces, as well as the ways in which Clients can connect to the Clearing House Systems and prepare their integration with Euronext Clearing. Additionally, this document contains details of the first set of Reports. Future versions will include sections related to Throttling, and High Availability and Business Continuity functionalities. Connectivity details, such as endpoints, will be provided in a dedicated separate document, to be released in due course

Type: Methodological notes
Euronext Clearing - VaR model - Module A0 - Model Parameters Clearing

Equities & Equity Derivatives Risk Engine Module 0: Model parameters Methodological notes

Euronext Clearing - VaR model - Module A1 - Mark-to-Market Margins Clearing

Equities & Equity Derivatives Risk Engine Mark-to-Market Margins Methodological notes

Euronext Clearing - VaR model - Module A2 - Initial Margins Clearing

Equities & Equity Derivatives Risk Engine

Initial Margins Methodological notes

Euronext Clearing - VaR model - Module A3 - Decorrelation Risk Add-on Clearing

Equities & Equity Derivatives Risk Engine

Decorrelation risk add-on Methodological notes

Euronext Clearing - VaR model - Module A4 - Final Margins Clearing

Equities & Equity Derivatives Risk Engine

Total Margins Methodological notes