CCPs shun central banks in liquidity buffers rejig

- By Joshua Walker
- 27 Jun 2023

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Liquidity buffers held at the end of the first quarter by 13 of the largest central counterparties (CCPs) languished at their lowest level since the end of 2019, a Risk Quantum analysis has found.

Total liquid resources – the pile of assets CCPs hold to cover member cash shortfalls or defaults – dropped from $832 billion at end-December to $795 billion at end-March, a fall of 4.4%. The aggregate depletion was driven by five CCPs.

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