Public quantitative disclosure standards for central counterparties
The CPSS-IOSCO Principles for financial market infrastructures (PFMI), published in April 2012, state that financial market infrastructures (FMIs) should provide relevant information to participants, relevant authorities and the broader public. Quantitative data are important components of the set of public disclosures that is expected of FMIs as part of satisfying the PFMI. This document sets out the public quantitative disclosure standards that CCPs are expected to meet. These standards complement the CPSS-IOSCO Disclosure framework, published in December 2012, which deals with primarily qualitative information. Together, these quantitative and qualitative disclosures form the minimum disclosures expected of CCPs under Principle 23, Key Consideration 5 of the PFMI.
There is no separate assessment methodology for these standards (although the assessment methodology for the PFMI is relevant).