Risk Quantum/Options Clearing Corporation (OCC)

• Risk Quantum

OCC swells liquidity after reinforcing clearing fund 

Further changes expected following September clearing fund revamp

• 06 Aug 2018

• Risk Quantum

CCPs build their liquidity buffers

$26 billion increase in deposits entrusted to commercial banks

• 11 Jul 2018

• Risk Quantum

OCC margin breaches spike in Q1

Peak exposure of $363 million in three months to March 31

• 04 Jul 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

• Risk Quantum

OCC initial margin demand soars

• 26 Mar 2018