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 BCS/ICWS platforms, for Clearing Members having their membership in Borsa Italiana markets
- through the WCS platform, for Clearing Members having their membership in Euronext Legacy markets
Euronext Clearing Client Support will help Clearing Members on any issues with credentials and retrieving reports: ccp-clientservices@euronext.com
For any request on methodological side, you can contact Euronext Clearing Risk Policy: CCP-rp.group@euronext.com