Calculation of Hypothetical Capital of 30/07/2021
05/08/2021
Following the requirements set by regulation (EC) 575/2013 (CRR) and regulation (EC) 648/2012 (EMIR), the ATHENS EXCHANGE CLEARING HOUSE (ATHEXClear) reports the following information regarding the calculation of the hypothetical capital with reference date 30/07/2021.
|
Central Counterparty |
ATHEXClear |
|
Default fund identifier |
Default Fund Derivatives |
|
Calculation date |
2021 07 30 |
|
Hypothetical capital (KCCP) |
EUR 0 |
|
Sum of pre-funded contributions (DFCM) |
EUR 12 509 941 |
|
Amount of pre-funded financial resources that it is required to use before using the default fund contributions of the remaining clearing members (DFCCP) |
EUR 798 975 |
|
Total number of clearing members (N) |
18 |
|
Concentration factor (β) |
0. 509 |
|
Total amount of initial margin |
EUR 81 082 865 |