Risk Quantum/Ice Clear Europe

• Risk Quantum

Ice Clear Europe had a top margin breach of $91 million in Q1 

A total nine breaches are reported, averaging $14 million

• 05 Jul 2018

• Risk Quantum

CDS market structure transformed – BIS

Inter-dealer trades have retreated as CCP dominance grows

• 06 Jun 2018

• Risk Quantum

CCPs incur fewer margin breaches in 2017

LCH Ltd reports 399 fewer breaches than in 2016; DTCC 156

• 24 May 2018

• Risk Quantum

Liquidity resources vary across CCPs

Eurex, Ice Clear Credit, LCH SA most dependent on cash deposited at central banks

• 22 May 2018

• Risk Quantum

CCPs’ largest members account for half of initial margin

• 11 Apr 2018