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 contributing to Fixed Income Default Fund
- through the WCS platform, for Clearing Members contributing to other Default Fund.
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 LoD2 Operational and Model Risk Department: CCP-LOD2.opemod.gr@euronext.com