Basel III Reporting

CC&G 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 CC&G’s direct Clearing Members through the ICWS platform.

CCG-membership@euronext.com will help on any issues with credentials and retrieving reports.

In order to provide CC&G participants with an earlier assessment of their own funds Requirements pursuant to the upcoming SA-CRR, CC&G will disclose monthly figures for Capital Requirements calculation under SA-CRR, in parallel with those calculated under CEM, which will remain the methodology in force until 27 June 2021.

Basel reporting - documentation

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Basel III Framework

English

English 29/06/2021 Basel III Framework /sites/default/files/2021-06/ENX%20Basel%20III%20Framework.pdf

Monthly data

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Monthly data - May 2021

English

English 07/06/2021 Monthly data - May 2021 /sites/default/files/2021-06/Basel%20monthly%20data%20-%20202105.pdf
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Monthly data - April 2021

English

English 04/05/2021 /sites/default/files/2021-05/Basel%20monthly%20data%20-%20202104.pdf Monthly data - April 2021
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Monthly data - March 2021

English

English 14/04/2021 /sites/default/files/2021-04/Basel%20monthly%20data%20-%20202103.pdf Monthly data - March 2021
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Monthly data – february 2021

English

English 15/03/2021 /sites/default/files/2021-03/Basel%20monthly%20data%20-%20202102.pdf Monthly data – february 2021
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Monthly data - January 2021

English

English 15/03/2021 /sites/default/files/2021-03/Basel%20monthly%20data%20-%20202101.pdf Monthly data - January 2021
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Monthly data – december 2020

English

English 15/03/2021 /sites/default/files/2021-03/Basel%20monthly%20data%20-%20202012_1.pdf Monthly data – december 2020
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Monthly data - november 2020

English

English 15/03/2021 /sites/default/files/2021-03/Basel%20monthly%20data%20-%20202011.pdf Monthly data - november 2020
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Monthly data - october 2020

English

English 15/03/2021 /sites/default/files/2021-03/Basel%20monthly%20data%20-%20202010.pdf Monthly data - october 2020
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Monthly data - september 2020

English

English 15/03/2021 /sites/default/files/2021-03/Basel%20monthly%20data%20-%20202009.pdf Monthly data - september 2020