Risk Quantum/Eurex Clearing
Top CCPs’ liquidity pools hardly grow in Q1
LCH SA the only outlier as most clearing houses see cash, collateral and credit on hand shrink
Eurex made €525m VM call in Q1
Margin call equivalent to 2% of CCP’s own liquidity resources
Eurex boosts liquidity buffers by 8%
Central bank deposits continue to make up bulk of CCP's liquidity resources
Top CCPs add $79 billion to liquidity pool in 2018
Clearing houses placed more cash with commercial banks than in 2017
Eurex member faced jumbo VM call in Q4 2018
Third-largest actual same-day payment obligation is the biggest since 2016
DTCC, Ice Clear Europe lead top CCPs in boosting liquidity buffers
CCPs added $20.8 billion to their liquidity buffers in the third quarter of 2018
Top 10 CCPs plump liquidity buffers by $20 billion
Increase driven by higher secured deposits at commercial banks and expansion of credit lines
Eurex default fund swells to €4.5 billion
Second quarter saw the second-largest quarterly increase since the CCP began reporting in 2015
CCPs build their liquidity buffers
$26 billion increase in deposits entrusted to commercial banks
Eurex rejigs liquidity portfolio
Half a billion euros placed with commercial banks at end-March
CCPs incur fewer margin breaches in 2017
LCH Ltd reports 399 fewer breaches than in 2016; DTCC 156
Liquidity resources vary across CCPs
Eurex, Ice Clear Credit, LCH SA most dependent on cash deposited at central banks