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ICE Webinars

Explore the Future of Risk Management with IRM 2

Catch up on our recent exclusive webinar introducing ICE Clearing Analytics (ICA), ICE’s new web-based platform designed to support ICE Risk Model 2 (IRM 2) — our next-generation initial margin model for futures and options.

What We Covered:

  • An overview of ICE Clearing Analytics (ICA) and its capabilities for calculating IRM 2 initial margin
  • How ICA supports market participants in the external parallel run by enabling assessment of margin changes
  • A brief look at other tools and resources available to participants during the parallel run

Whether you're a risk manager, operations lead, or trading professional, this session offers valuable insights into ICE’s evolving risk framework and the tools available to support your transition to IRM 2.

View the presentation slides

Speakers

  • Nazareen Gilbertson, Senior Director, Corporate Development, ICE Clear Europe
  • Vishal Harkhani, Director, Change Management, ICE Clear Europe
  • Itai Kedar, Manager, Client Services, ICE Data Services Europe

Related resources

IRM 2 Methodology

ICE Risk Model 2 utilizes a Filtered Historical Simulation (FHS) Value-at-Risk (VaR) approach that models the behavior of a portfolio.

ICE Clearing Analytics

ICE Clearing Analytics (ICA) is ICE’s new web-based platform for calculating ICE Risk Model 2 initial margin (IM) and related margin add-ons.

Frequently Asked Questions

A list of questions and answers relating to ICE Risk Model 2.

IRM 2 Methodology

ICE Risk Model 2 utilizes a Filtered Historical Simulation (FHS) Value-at-Risk (VaR) approach that models the behavior of a portfolio.

ICE Clearing Analytics

ICE Clearing Analytics (ICA) is ICE’s new web-based platform for calculating ICE Risk Model 2 initial margin (IM) and related margin add-ons.

Frequently Asked Questions

A list of questions and answers relating to ICE Risk Model 2.