Basel III Reporting
Basel reporting - documentation
CC&G calculates, on a monthly basis, the figures required to calculate Basel III capital requirements for default fund exposures to CCPs.
Basel III parameters are available to CC&G’s direct Clearing Members through the ICWS platform.
CC&G Client Services will help on any issues with credentials and retrieving reports.
In order to provide CC&G participants with an earlier assessment of their own funds Requirements pursuant to the upcoming SA-CRR, CC&G will disclose monthly figures for Capital Requirements calculation under SA-CRR, in parallel with those calculated under CEM, which will remain the methodology in force until 27 June 2021.