CCP Global
Quick Access Transparency Links

To facilitate clearing participants' access to a CCPs’ disclosures, this document provides a series of links to CCP rulebooks and disclosures in accordance with theCCP Global format.
Date Published: 2023-09-01

JSCC

NDL Information

https://www.jpx.co.jp/jscc/en/company/cimhll0000000osuatt/JSCC_PFMI_Disclosure_20240331_EN.pdf#page=102

Rule Reference/Comments

p.102, Business Risk Management and Operation Risk Management, Principles for Financial
Market Infrastructures Disclosure, March 31, 2024

NDL Risk Categories (Optional)

Other link (optional)

Rule Reference/Comments
NDL Methodology (Optional)(a) https://www.jpx.co.jp/jscc/en/company/cimhll0000000osuatt/JSCC_PFMI_Disclosure_20240331_EN.pdf#page=107(b) https://www.jpx.co.jp/jscc/en/rule/cimhll00000001qy-att/16cds_PLfromCD_20190401_e.pdf(c) https://www.jpx.co.jp/jscc/en/rule/cimhll00000001owatt/14e_TreatmentofProfitorLossfromManagement.pdf

Rule Reference/Comments(a) p.107, Principle 16: Custody and Investment Risks Key Consideration 4, Principles for Financial
Market Infrastructures Disclosure, March 31, 2024
“For the CDS and IRS Clearing Businesses, JSCC has a framework in place wherein JSCC invests
collateral posted by Clearing Participants and Customers, and allocates any investment profits orlosses to each Clearing Participant/Customer according to the amount of their invested
collateral. 119 ”, “ 119 There are no other JSCC rules expressly setting forth any allocation of losses
to Clearing Participants/Customers arising from causes other than a Participant default.”(b) Public notice for OTC Derivatives (CDS), Treatment of Profit or Loss from Management ofClearing Deposit - 2. Matters relating to the share of the loss from the management(c) Public notice for OTC Derivatives (IRS), Treatment of Profit or Loss from Management ofClearing Deposit - 2. Matters relating to the share of the loss from the management

CCP Default Waterfall

https://www.jpx.co.jp/jscc/en/company/cimhll0000000osuatt/JSCC_PFMI_Disclosure_20240331_EN.pdf#page=87

Rule Reference/Comments

p.87, Default Procedures, Principles for Financial Market Infrastructures Disclosure, March 31,2024

Default Management - Layers ofProtection

https://www.jpx.co.jp/jscc/en/company/cimhll0000000osuatt/JSCC_PFMI_Disclosure_20240331_EN.pdf#page=87

Rule Reference/Comments

p.87, Principle 13: Participant-Default Rules and Procedures, Key Consideration 1, Principles for
Financial Market Infrastructures Disclosure, March 31, 2024

CCP End of Waterfall Actions (Optional)

Other link (optional)

Rule Reference/Comments

CM Approval & Oversighthttps://www.jpx.co.jp/jscc/en/company/cimhll0000000osuatt/JSCC_PFMI_Disclosure_20240331_EN.pdf#page=43

Rule Reference/Comments

p.43, Principle 4: Credit Risk, Principles for Financial Market Infrastructures Disclosure, March 31,2024

Credit Monitoring Process of CMs(Optional)Other link (optional)

Rule Reference/Comments
CPMI IOSCO CCP Disclosure (QualitativeDisclosures)
Comments

2024/4/4 11:02

https://www.jpx.co.jp/jscc/en/company/fmi-pdf.html
Principles for Financial Market Infrastructures Disclosure

CCP GLOBAL QUICK ACCESS TRANSPARENCY LINKS | JSCC

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CCP Global
Quick Access Transparency Links

CPMI IOSCO CCP Public Quantitative
Disclosure (CCP12 PQD Template)Comments
PQD Quarterly Conference Call webpage
with recorded calls (If applicable)
Comments

https://www.jpx.co.jp/jscc/en/company/fmi-pdf2.html
CCP Global Standardized Format, Quantitative Disclosure
https://www.jpx.co.jp/jscc/en/company/fmi-pdf2.html
PQD Webinar, Quantitative Disclosure

Other commonly requested CCP
links/documents

2024/4/4 11:02

CCP GLOBAL QUICK ACCESS TRANSPARENCY LINKS | JSCC

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