In line with their commitment to ensure transparent, safe and efficient financial markets and in compliance with the international guidance provided by the Committee on Payment and Market Infrastructures and the International Organization of Securities Commissions (CPMI-IOSCO), European CCPs publish a broad set of quantitative data on their websites through their Public Quantitative Disclosures (PQD).
The disclosure made available by CCPs include close to two hundred fields of quantitative data related to the parameters like credit risk, collateral, margin, liquidity risk, default rules and procedures, etc. This disclosure aims to further increase the transparency of financial markets and of CCPs in particular, providing a better understanding of the way CCPs manage risks in financial transactions and deliver efficiency gains. The data is made publicly available on the CCPs’ websites.
The links to the Public Quantitative Disclosure data sets published by EACH member CCPs can be found below. Further links will be published in line with the requirements of the relevant national competent authority.
Links to EACH Member CCPs statistics
in line with the CPMI-IOSCO PQD