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Company Circular No:

LCH.Clearnet Ltd Circular No 3248

Service Circular No:RepoClear Circular No 198
Date:18 January 2013
To:All RepoClear Clearing Members

Group Fixed Income Margin

The following document explains the key Fixed Income margin methodologies for LCH.Clearnet Ltd and LCH.Clearnet SA. The document includes details of the now harmonised Sovereign Risk Framework (SRF) which incorporates a harmonised Wrong Way Risk (WWR) Framework:



Further Information

If you have any questions, or would like further information, please contact one of the following:

Client LiaisonNick Maggs+ 44 (0) 20 7426 7442
Risk DepartmentTom Chapman+ 44 (0) 20 7426 6338