Euronext Clearing 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 Euronext Clearing’s direct Clearing Members through the ICWS platform.
CCP-membership@euronext.com ">Euronext Clearing Client Services will help on any issues with credentials and retrieving reports.
In order to provide Euronext Clearing participants with an earlier assessment of their own funds Requirements pursuant to the upcoming SA-CRR, Euronext Clearing 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.