Eurex Clearing regularly assesses its compliance with the "Principles for financial market infrastructures" (PFMI) published by the Committee on Payments and Market Infrastructures (CPMI) and the Technical Committee of the International Organization of Securities Commissions (IOSCO).
These self-assessments also consider the additional guidelines published by CPMI-IOSCO and are conducted in accordance with the CPMI-IOSCO assessment methodology and disclosure framework. Based on the results of these assessments, Eurex Clearing is of the opinion that it fully observes the CPMI-IOSCO PFMIs. The self-assessments of Eurex Clearing are published on its webpage.
As a CCP compliant with the CPMI-IOSCO PFMI, Eurex Clearing also publishes a comprehensive set of quantitative data. The public quantitative disclosure complements the disclosure framework published by CPMI-IOSCO in 2012. Quarterly updates are being provided in accordance with the frequencies set out by CPMI-IOSCO. The quantitative disclosure is intended among others to further enable authorities, participants and the public to compare CCPs, understand and assess a CCP’s systemic importance, gain a clear understanding of the risks associated with a CCP and ultimately to provide full transparency.
For further details as well as ECAGs self-assessment against the CPMI IOSCO PFMIs please visit: Regulatory standards.