Risk Management

LCH SA Risk Notices

Margin Parameters

Bonds & Repos

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

Variation Margin Methodology

Bonds & Repos

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

Fixed Income

English version

French version

Notice 2024-22 October 30, 2024
CDSClear English version Notice 2024-23 October 30, 2024

Default fund

Fixed Income Default Fund

The Fixed Income Default Fund English version Notice 2023 - 019 June 30, 2023

Own Resources

Dedicated own resources allocated to the Fixed Income Default Fund English version Notice 2013-057 July 29, 2013

Instructions

The Fixed Income Default Fund for trading and Matching Platforms and the MTS Italy Regulated Market IV.3-2

Default Management instructions and information

Instructions

Financial resources used by LCH SA in case of default of a Clearing Member IV.5-2
Liquidation and transfer processes in case of an event of default of a Clearing Member IV.5-2