CCP liquidity risk measures hit highs in Q1


















































CCP liquidity risk measures hit highs in Q1 – Risk.net



Skip to main content




Risk.net

LCH, HKEX, JSCC and OCC set payment obligation records


Several large global central counterparties (CCPs) reported record or near-record measures of liquidity risk in the first quarter, Risk Quantum analysis shows.

LCH set highs at both its London- and Paris-based CCPs. At LCH Ltd, the hypothetical largest payment obligation climbed 29.7% quarter on quarter to €38.1 billion ($43.7 billion). At LCH SA, the same measure rose 43% to €35 billion.

!function

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading…

Back to Top

Similar Posts

Leave a Reply

Your email address will not be published. Required fields are marked *