OTC Clear’s risk management framework is designed to ensure the financial performance of all contracts cleared by OTC Clear by adequately controlling credit, market and liquidity risks.
The key components of the risk management framework include:
OTC Clear conducts independent validation of its risk management framework and measures annually. Executive Summary of the validation report will be provided to clearing members upon request. Please contact OTC_Quant@hkex.com.hk for further information.
Updated 09 Mar 2016