CCPs built up liquidity buffers heading into 2020
LCH SA grew qualifying liquid resources 49% year on year
Most major central counterparties (CCPs) swelled their liquidity buffers over the course of 2019, albeit at different rates.
Of the 10 large CCPs tracked by Risk Quantum, eight posted higher amounts of qualifying liquid resources at end-2019 than a year prior, while two reported smaller amounts.
Paris-based LCH SA increased its liquidity buffer the most over 2019, by 49% to €49.9 billion ($54
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
US G-Sibs’ mark-to-market equity derivatives liabilities top $200bn
Goldman leads record $105 billion quarterly widening in US banks’ negative fair value
Liquidity risk spikes at Eurex, JSCC, NSCC
New highs for stressed payment obligations set at three CCPs
JP Morgan drives US G-Sibs’ equity shorts to record $356 billion
Bank accounts for nearly half of Q2 increase as rising equities push up short liabilities
NSCC issues record $27.6bn margin call in Q2
Required IM hits all-time high as posted cash nearly doubles
Huntington real estate delinquent loans hit record high
Quarterly jump is largest on record as delinquencies top $2 billion for the first time
Major US banks’ equity collateral surges to record $140bn
Stocks overtake Treasuries as fourth-largest OTC collateral type
SEB’s LCR drops to six-year low on corporate deposit surge
Temporary corporate inflows lift stressed outflows as lending as HQLAs stay flat
Citi, Goldman and Wells Fargo drive $74bn AFS securities surge
AFS share at US G-Sibs rise for 12th straight quarter as Treasury holdings climb to record high