Implementation of international reporting standard (PQD)

Izba Rozliczeniowa Giełd Towarowych S.A. (IRGiT) launches cyclical release of key parameters and statistics of risk and collateral area in standardised format presented by CPMI-IOSCO in Public Quantitative Disclosure Standards for Central Counterparties. The implementation of such reporting will facilitate access to the data for all interested parties, especially for all IRGiT’s clients. Moreover thanks to the global harmonized approach it will allow to compare IRGiT with other CCPs across the globe, especially those associated in global association of central counterparties - CCP12. Initial PQD raport is available on the dedicated tab in IRGiT’s webpage.

The scope of qantitative data (Public Quantitative Disclosure) presented by IRGiT includes the information about:

  • Exposition to the credit risk,
  • Collateral amounts,
  • Guarantee Funds,
  • Applied margin models,
  • Detailed information regarding models parametrization,
  • Classes of eligible collateral,
  • Range of IRGiT’s business activity.

Besides the publication of quantitative data, IRGiT published the qualitative data (Public Qualitative Disclosure) which shall comprise the information about the applied principles and practises used by IRGiT in the risk management process in reference to „Principles for Financial Market Infrastructures” published by CPSS-IOSCO.

IRGiT will release the PQD data on a quarterly basis on the dedicated web site.