Risk Management
Explore Abaxx Clearing's margin models, stress testing approach, and default management procedures.
Abaxx Clearing's risk management framework is guided by international standards established by CPMI-IOSCO, the Financial Stability Board (FSB), the Basel Committee on Banking Supervision (BCBS), and is aligned with industry best practices for central counterparty risk management.
As an Approved Clearing House under the Securities and Futures Act administered by the Monetary Authority of Singapore (MAS), Abaxx adheres to regulatory requirements for financial resource sufficiency, margining, default management, and operational resilience. Risk controls are calibrated to reflect product-specific characteristics and member exposures, and are reviewed on a regular basis through governance processes involving independent oversight and internal risk committees.
The Risk team is responsible for:
- Performing routine risk analysis, exposure monitoring, and risk assessments
- Determining margin and guaranty fund requirements
- Establishing acceptable collateral types and assessing liquidity needs
- Executing default management procedures as needed