Emir 3.0 could complicate Eurex cross-margining for repo
Clearing house targets November 2025 to launch repo on Prisma, but new EU rules are imminent
Eurex Clearing wants to complete the migration of its repo products onto its Prisma margin model in November 2025, according to its chief risk officer (CRO). But a new regulatory approvals process for margin model changes could prove a fresh obstacle for cross-marginig repo with other exposures.
“Repo products are still on a legacy risk model, but we want to migrate that onto the Prisma risk model
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