Risk Quantum/LCH
Euro repo shift doubles LCH SA liquidity pool
Total liquidity resources jumped to €65.9 billion at end-March
LCH RepoClear posts £23m margin breach
Five backtesting exceptions reported for 18-month period to end-March
Top CCPs add $79 billion to liquidity pool in 2018
Clearing houses placed more cash with commercial banks than in 2017
LCH SwapClear swells client list by 10%
Number of client accounts hits 21,220
LCH ForexClear posts two margin breaches in Q4 2018
Second-largest breach since public disclosure began was $17.8 million in size
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
SwapClear compressed notional leaps 27% in 2018
$774 trillion of notionals compressed, up from $609 trillion in 2017
Top 10 CCPs plump liquidity buffers by $20 billion
Increase driven by higher secured deposits at commercial banks and expansion of credit lines
LCH units bolster liquidity buffers
Cash at central banks and with commercial banks higher in the second quarter
CCPs build their liquidity buffers
$26 billion increase in deposits entrusted to commercial banks
European banks vague on settled-to-market switch
UBS reported a cut in gross derivatives assets and liabilities attributable to STM of Sfr11.4 billion in 2017
VM changes cut billions from US bank swaps values in 2017
Effects on potential future exposure (PFE) mixed