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CCP Tracker

Quarterly data on risk exposures at derivatives clearinghouses

The CCP Tracker is designed to provide greater transparency into the amount of risk in the global clearing system and the financial resources available to protect the system from losses. Using the public quantitative disclosures published by derivatives clearinghouses on a quarterly basis, the CCP Tracker contains a set of charts and tables that allow users to compare several key metrics for each quarter going back to the second half of 2015.

 


Financial Resources

Initial Margin

 

Default Resources

 
 


Potential Loss Exposures

Margin Breaches

 

Stressed Loss Exposures

 
 


Concentration Risk

Clearing Member Concentration