Capital Requirement Regulation (EU 575/2013-CRR) requires EuroCCP to disclose information to allow a Clearing Participant to determine its own funds requirement for its exposure on EuroCCP.
Accordingly, please find here the required information for 31 May 2022 in pdf format, or here for Excel format.
Should you have any further queries, please do not hesitate to contact us.
EuroCCP Relationship Management
T. +44 20 7131 3430