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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:
http://www.lch.com/Images/risk_guide_v0.4[1]_tcm6-62746.pdf
Further Information
If you have any questions, or would like further information, please contact one of the following:
| Client Liaison | Nick Maggs | + 44 (0) 20 7426 7442 |
| Risk Department | Tom Chapman | + 44 (0) 20 7426 6338 |