CPMI IOSCO

In February 2015, the Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO) published ‘Public quantitative disclosure standards for central counterparties’. These are based on the CPSS-IOSCO (Committee on Payment and Settlement Systems (CPSS) and the IOSCO standards known as Principles for financial market infrastructures (PFMIs). These principles include information on  products, accounts, transactions, margin requirements, collateral on deposit, risk and stress testing, and treasury and liquidity for both derivatives and non-derivative products.

The objective of the disclosure is to provide stakeholders including authorities, participants and the public with greater comparability and transparency of CCPs.

Below are LCH.Clearnet Group's disclosures against the CPMI-IOSCO Quantitative Disclosure Standards.
 

LCH LTD
LCH.Clearnet LLC
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LCH.Clearnet SA

Q3 Data: January 2017 Disclosure

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