(a)

the capital, including retained earnings and reserves, of the CCP;

(b)

the type and amount of collateral accepted and held by the CCP, the haircuts applied, the corresponding haircut methodology, the currencies in which the collateral is denominated and the extent to which the collateral is provided by entities established in the Union or that are part of a group subject to consolidated supervision in the Union;

(c)

the maximum amount of margins collected by the CCP on a single day during a period of 365 days preceding ESMA’s assessment;

(d)

the maximum amount of margins collected by the CCP on a single day during a period of 365 days preceding ESMA’s assessment from each clearing member that is an entity established in the Union or an entity part of a group subject to consolidated supervision in the Union, per asset class or segregated default fund where applicable;

(e)

where applicable for each default fund of the CCP, the maximum default fund contributions required and held by the CCP on a single day during a period of 365 days preceding ESMA’s assessment;

(f)

where applicable for each default fund of the CCP, the maximum default fund contributions required and held by the CCP on a single day during a period of 365 days preceding ESMA’s assessment from each clearing member that is an entity established in the Union or an entity part of a group subject to consolidated supervision in the Union;

(g)

the estimated largest payment obligation on a single day in total and in each Union currency that would be caused by the default of any one or two largest single clearing members (and their affiliates) in extreme but plausible market conditions;

(h)

the total amount and for each Union currency of liquid financial resources to the CCP’s benefit separated by type of resources, including cash deposits, committed or uncommitted resources;

(i)

the amount of total liquid financial resources committed to the CCP by entities established in the Union or that are part of a group subject to consolidated supervision in the Union.

(a)

the identity of the liquidity providers established in the Union or which are part of a group subject to consolidated supervision in the Union;

(b)

the average and peak aggregate daily values of incoming and outgoing Union currency payments;

(c)

the extent to which central bank money is used for settlement and payment or whether other entities are used for settlement or payment;

(d)

the extent to which the CCP applies technologies such as distributed ledger technology in its settlement/payment process;

(e)

the recovery plan of the CCP;

(f)

the resolution regime applicable to the CCP;

(g)

whether a crisis management group has been established for that CCP.