Risk Quantum - CCPs

Risk Quantum CCPs


Central counterparties are systemically important financial utilities that facilitate the clearing of financial securities and derivatives. Risk Quantum tracks ten of the largest CCPs by clearing volumes, gathering data at the default fund and/or clearing service level at each listed entity.

CCP articles are based on quarterly data disclosures issued under the Committee on Payments and Market Infrastructures (CPMI) and the Board of the International Organization of Securities Commissions (IOSCO) public quantitative disclosure standards for central counterparties. Covered datasets are those relating to each CCP’s default fund, liquidity resources, initial margin requirements, and clearing member concentration.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: