The matrix below describes the CPSS-IOSCO quantitative disclosure standards for CCPs. Together with the CPSS-IOSCO Disclosure Framework, these constitute the disclosures expected of a CCP under Principle 23, Key Consideration 5, of the CPSS-IOSCO Principles for financial market infrastructures...

This document presents the final policy framework that establishes minimum standards for margin requirements for non-centrally cleared derivatives as agreed by the Basel Committee on Banking Supervision (BCBS) and the International Organization of Securities Commissions (IOSCO). This final...