TPEx Derivatives Unwind Service


The main reason of the financial crisis caused by the collapse of Lehman Brothers in 2008 is the enormous credit exposure of the counterparties. The transmission of the credit risk has caused systemic risk in the US financial market; therefore, the United States passed the Dodd-Frank Act (the Act) on July 21, 2010 to reduce the systemic risk of financial institutions’ trading in derivatives and eliminate the credit risk in the market. In the Chapter 7 of the Act, it requires the major players in the market to compress its portfolio (Portfolio Compression). The Unwind Service for domestic OTC derivatives that we provide can effectively reduce the capital accrual and other costs of domestic financial institutions and also to reduce the total exposure of credit risk for domestic financial institutions.



Service Process


Title Download/Link
1. *Taipei Exchange Operation Directions for the System for Early Settlement of Financial Derivatives Transactions Link
2. *Business Service Fee Announcement Download

Remark: Title with * indicates English version is available.


File Name Download/Link
2018/10/09 Seminar Materials Download
*TPEx Derivatives Unwind Service Data Format Download
*Market Risk (MKTRISK) Uploading Example Download
*Credit Risk (CDTRISK) Uploading Example Download
*Contract Risk (CONTRACT)Uploading Example Download
*TPEx Derivatives Unwind Service Protocol Download
*Settlement Account Information Application Form Download

Remark: Title with * indicates English version is available.