IF Informatica Who we are Solutions Announcements Contacts Home WORP suite WORP-Trading WORP-Private WORP-Risk WORP-SORM WORP-MOS WORP-MAD WORP-TMR WORP-GPI WORP-MCS WORP-OVC YADO suite YADO-Trading YADO Position 23 December 2013 Prisma - New margin calculation algorithm IF Informatica announces the availability of the Prisma calculation model for the evaluation of margins on the basis of the data calculated daily by Eurex Clearing. In customer mode, the system calculates the detailed margins for each dossier that has Eurex instruments in place, making both the summary data and the processing details available to users. In bank mode , the system calculates the margins relating to the accounts that the Bank has with the broker (on behalf of third parties and / or its own) in an aggregate manner and makes the data available to the automatic balancing procedure which receives the brokers' evidence. We make this algorithm available in several ways: a) integrated into our risk monitoring product for third parties (WORP-Risk); b) as a calculation engine of our margin server (WORP-MCS); c) integrated in the limits monitoring module of our position keeping product for own account (YADO-Position). In fact, its architecture / performance make it usable both in deferred mode and in online mode, therefore also in the field of online trading / online margining. Michele Orecchia - Director - IF Informatica srl Founded in 2001 in Valenza (AL), we provide highly reliable, innovative, high performance, multi-market, multi-asset solutions for capital market operators. WORP Suite - Solutions for trading and brokerage YADO Suite - Solutions for algorithmic trading with very low latency Copyright 2009 by IF Informatica srl