Risk Quantum/LCH
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
Concentration of client positions rises at LCH
Over 75% of client positions handled by five largest clearing members at LCH Ltd