Реализация и последствия реформы финансового регулирования в G20: 3-й ежегодный доклад, 3 июля 2017

This report provides the main findings drawn from the analysis of the bespoke CCP data collection, which are largely descriptive. The analysis excludes counterparties that are government institutions to focus on the landscape of interdependencies in the private sector. The analysis in this report is static: the analysis was performed using data collected at one specific point in time (as of 30 September 2016) and may be affected by time-specific events. Second-round effects and endogenous feedback mechanisms that could amplify (or dampen) initial stress are not considered.

While the results presented in this report are useful for comparing different aspects of the central clearing system, such as the CCP-clearing member network and the CCP-custodian network, they are not suited to drawing conclusions regarding the overall risk profile of the clearing system including the adequacy of financial resources. Nor are the results in this report appropriate for the purpose of examining the impact of counterparty default on the broader financial system or the real economy, and the transmission of risks through CCPs. This report does not include any policy recommendations, but informs work on CCP resilience, recovery planning and resolution.

Источник:
http://www.fsb.org/wp-content/uploads/P050717-2.pdf

Дополнительно см.:
http://www.fsb.org/wp-content/uploads/P030717-1.pdf