INTERNATIONAL: CPSS and IOSCO issue consultative document on CCP quantitative disclosure

Wednesday October 16 2013

The Committee on Payment and Settlement Systems (CPSS) and the International Organization of Securities Commissions (IOSCO) have published a consultative document on the Public quantitative disclosure standards for central counterparties.

To provide guidance on what should be disclosed by a CCP and other financial market infrastructures, CPSS and IOSCO published a Disclosure framework in December 2012, primarily covering qualitative data that need relatively infrequent updating (for example, when there is a change to a CCP’s risk management framework). To complement that disclosure framework, the document now being published sets out guidance on the quantitative data that a CCP should disclose more frequently.

Comments on the report should be sent by 13th December 2013 to both the CPSS secretariat (cpss@bis.org) and the IOSCO secretariat (qdisclosure@iosco.org). The comments will be published on the websites of the BIS and IOSCO unless commentators have requested otherwise.

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