ZagTrader

auth: Authorities

auth.059 CCP Income Statement And Capital Adequacy Report

Written and maintained by ZagTrader. Last reviewed . How this page is sourced and checked

auth.059 is the ISO 20022 CCPIncomeStatementAndCapitalAdequacyReport message in the Authorities business area (auth). The latest version is auth.059.001.02, and 2 versions are in the repository.

Message
CCPIncomeStatementAndCapitalAdequacyReport
Latest version
auth.059.001.02
Submitting organisation
Bank of England
MT equivalent
None listed

In use: published in the current ISO 20022 catalogue.

What auth.059 is for

The CCPIncomeStatementAndCapitalAdequacyReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority about the financial performance and regulatory capital holdings of the central counterparty.

V02 adds a clearing member id to break down the ClrFees by the clearing member from whom the fee income is being received. The change is motivated by a supervisory need to understand from which jurisdictions clearing fees are paid to the CCP.

Definition from the ISO 20022 e-Repository, release of 24 April 2025.

auth.059 versions

Every version published in the e-Repository, newest first. A message keeps its business purpose across versions; each new version is a separate schema with its own namespace.

VersionRegistration statusPublished in
auth.059.001.02latestRegisteredLatest version set
auth.059.001.01RegisteredPrevious version set

auth.059 message structure

The building blocks of auth.059.001.02 to three levels, with multiplicity ([0..1] optional, [1..1] mandatory, * any number) and the data type or component. Element names and definitions are from the ISO 20022 repository; usage guidelines such as CBPR+ or a market infrastructure's rules can restrict them further.

  • Document [1..1]
    • CCPIncmStmtAndCptlAdqcyRpt CCPIncomeStatementAndCapitalAdequacyReport [1..1]
      • IncmStmt Income Statement [1..1]IncomeStatement2

        Income statement of the CCP.

        • ClrMmbFee Clearing Member Fee [1..*]ClearingMemberFee1

          Specifies the clearing fees recorded in month-end management reporting for the financial year-to-date.

          • ClrMmbId Clearing Member Identification [1..1]PartyIdentification118Choice (choice)
          • ClrFee Clearing Fee [1..1]ActiveCurrencyAndAmount
        • OthrOprgRvn Other Operating Revenue [1..1]ActiveCurrencyAndAmount

          Other operating revenue recorded in month-end management reporting for the financial year-to-date.

        • OprgExpnss Operating Expenses [1..1]ActiveCurrencyAndAmount

          Operating expenses recorded in month-end management reporting for the financial year-to-date.

        • OprgPrftOrLoss Operating Profit Or Loss [1..1]AmountAndDirection102

          Indicates the operating profit (true) or loss (false) recorded in the month-end management reporting for the financial year-to-date.

          • Amt Amount [1..1]ActiveCurrencyAndAmount
          • Sgn Sign [1..1]PlusOrMinusIndicator
        • NetIntrstIncm Net Interest Income [1..1]ActiveCurrencyAndAmount

          Net interest income recorded in month-end management reporting for the financial year-to-date.

        • OthrNonOprgRvn Other Non Operating Revenue [1..1]ActiveCurrencyAndAmount

          Other non-operating revenue recorded in month-end management reporting for the financial year-to-date.

        • NonOprgExpnss Non Operating Expenses [1..1]ActiveCurrencyAndAmount

          Non-operating expenses recorded in month-end management reporting for the financial year-to-date.

        • PreTaxPrftOrLoss Pre Tax Profit Or Loss [1..1]AmountAndDirection102

          Indicates the pre-tax profit (true) or loss (false) recorded in month-end management reporting for the financial year-to-date.

          • Amt Amount [1..1]ActiveCurrencyAndAmount
          • Sgn Sign [1..1]PlusOrMinusIndicator
        • PstTaxPrftOrLoss Post Tax Profit Or Loss [1..1]AmountAndDirection102

          Indicates the post-tax profit (true) or loss (false) recorded in month-end management reporting for the financial year-to-date.

          • Amt Amount [1..1]ActiveCurrencyAndAmount
          • Sgn Sign [1..1]PlusOrMinusIndicator
      • CptlRqrmnts Capital Requirements [1..1]CapitalRequirement1

        Report of the breakdown of the components for the capital requirement for central counterparty.

        • WndgDwnOrRstrgRsk Winding Down Or Restructuring Risk [1..1]ActiveCurrencyAndAmount

          Indicates the capital necessary to cover the winding down or restructuring of activities.

        • OprlAndLglRsk Operational And Legal Risk [1..1]ActiveCurrencyAndAmount

          Indicates the capital necessary to cover the overall operational and legal risks.

        • CdtRsk Credit Risk [1..1]ActiveCurrencyAndAmount

          Indicates the capital necessary to cover credit risks not already covered by other financial resources, such as risks stemming from clearing activity.

        • CntrPtyRsk Counter Party Risk [1..1]ActiveCurrencyAndAmount

          Indicates the capital necessary to cover counterparty credit risks not already covered by other financial resources, such as risks stemming from...

        • MktRsk Market Risk [1..1]ActiveCurrencyAndAmount

          Indicates the capital necessary to cover counterparty market risks not already covered by other financial resources, such as risks stemming from...

        • BizRsk Business Risk [1..1]ActiveCurrencyAndAmount

          Indicates the capital necessary to cover business risk.

        • NtfctnBffr Notification Buffer [0..1]BaseOneRate

          Indicates the percentage above 100 percent of the CCP’s required capital requiring notification to the CCP’s National Competent Authority threshold.

      • TtlCptl Total Capital [1..1]ActiveCurrencyAndAmount

        Sum of the CCP's capital requirements for operational expenses; for winding down or restructuring its activities; for overall operational and legal risk; for uncovered credit, counterparty credit and market risks and business risks.

      • LqdFinRsrcs Liquid Financial Resources [1..1]ActiveCurrencyAndAmount

        Total capital resources invested in liquid financial resources.

      • HpthtclCptlMeasr Hypothetical Capital Measure [1..*]HypotheticalCapitalMeasure1

        Hypothetical capital requirement due to counterparty credit risk exposures to all clearing members.

        • Amt Amount [1..1]ActiveCurrencyAndAmount

          Indicates the amount of the total capital requirement all the clearing members are required to hold against their default fund contributions to a...

        • DfltWtrfllId Default Waterfall Identification [1..1]Max35Text

          Unique internal identifier for each default waterfall at the central counterparty.

      • SplmtryData Supplementary Data [0..*]SupplementaryData1

        Additional information that cannot be captured in the structured elements and/or any other specific block.

        • PlcAndNm Place And Name [0..1]Max350Text

          Unambiguous reference to the location where the supplementary data must be inserted in the message instance.

        • Envlp Envelope [1..1]SupplementaryDataEnvelope1

          Technical element wrapping the supplementary data.

Have a auth.059 message? Paste it into the parser to see every element with its name and definition, and format checks on BICs, IBANs, dates and amounts.

auth.059 questions

What is the latest version of auth.059?
The latest version in the ISO 20022 e-Repository release of 24 April 2025 is auth.059.001.02.
What is the root element of auth.059?
The XML document is Document with the namespace urn:iso:std:iso:20022:tech:xsd:auth.059.001.02, and its message element is CCPIncmStmtAndCptlAdqcyRpt (CCPIncomeStatementAndCapitalAdequacyReport).
Is there an MT equivalent of auth.059?
No Swift MT message is listed as its direct equivalent on this site. Many ISO 20022 messages have no MT counterpart.

All ISO 20022 messages · ISO 20022 code sets · MT messages

The ISO 20022 message definitions, element names and definitions on this page are reproduced from material published at iso20022.org under the ISO 20022 Intellectual Property Rights policy. This is not the official source: the up-to-date ISO 20022 standards and repository material are published only at iso20022.org. Explanations in our own words are by ZagTrader. ZagTrader is not affiliated with or endorsed by ISO or Swift.