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NextGen Risk Management

With a focus on being “Technology Empowered” at the heart of our approach, HKEX is proud to launch NGRM, a brand new platform for post-trade clients; enabling a new risk-adjusted way of calculating the initial margin and stress testing our market default fund. This approach enables client risks to be managed in accordance with compliance and regulatory requirements, whilst at the same time maximising transparency and cost-efficiency across market participants.

 

NextGen Post Trade Platform-Risk Management enquiries:
Tel: (852) 2211 6828
 Email: NG_PostTrade@hkex.com.hk


Updated 08 May 2020

NGRM Videos

Updated 17 Jan 2020

Getting Started

CPs should note that during the Familiarisation Programme, the ORP is not in commercial operation and should not be used in any commercial context or form. As such, the ORP and any output that can be obtained from such platform including without limitation the new set of margin reports are, during the Familiarisation Programme, provided for familiarisation purposes only. CPs therefore should not rely on the ORP or any output from such platform in any way and should continue their normal risk management measures, prepare funding and make payments according to existing CCASS reports and schedule until the business implementation of the ORP and the new risk models. 

Information Package

ORP Familiarisation Programme Information Package (Feb 2021)

Report Specification 

      1. Marginable Position Report (RMAMP01) (Jan 2021)

      2. MTM and Margin Requirement Report (RMAMR01) (Jan 2021)

      3. MTM and Margin Requirement Report (Summary Version) (RMAMR03) (Jan 2021)

Report Guidelines 

      MTM & Margin Report Comparison Guidelines (Jan 2021)