The CCP Global PQD Quarterly Trends Report provides an overview of the risk management provided by CCPs across the globe. It complements existing public statistics, such as the BIS derivatives statistics, by providing a summary of key indicators which provides market participants an overview of the CCP ecosystem. The publication underlines the scope and scale of risk mitigation provided by central clearing:
- CCPs exposure to credit risk is collateralized through high-quality and liquid collateral;
- CCPs minimize backward-looking exposure by collecting and paying mark-to-market through regular variation margin (or similar) payments;
- CCPs mitigate potential forward-looking risk through initial margin and default fund.
This CCP Global PQD Quarterly Trends Report helps to inform market participants, authorities, and the general public of key features, the scale and nature of financial market infrastructure risk management. The data is aggregated directly from the CCPs themselves according to the CCP Global standardized template, carrying information stipulated in global regulatory guidance.
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