Subject: Estimated stress losses at CME, Eurex and LCH surge to record high

DATA INSIGHTS, DELIVERED DAILY

Estimated stress losses at CME, Eurex and LCH surge to record high

Latest projections likely behind increases in contributions to CCPs’ default funds in Q2

19 Sep 2024 | Data

Risk Quantum

UBS Americas’ clearing rate dips post Credit Suisse integration

US arm of Swiss bank cleared $47bn in notionals in the second quarter, the lowest since end-2021

18 Sep 2024 | Data

Risk Quantum

IM and default funds drive big variance in EU bank CCP exposures

BNP Paribas accounts for 55% of top dealers’ €126 billion exposures

17 Sep 2024 | Data

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Required swaps margin surged at three US FCMs in volatile August

Morgan Stanley, Wells Fargo and BofA hoovered up $5.5bn in client margin over first half of last month

16 Sep 2024 | Data

Risk Quantum

Scotiabank pivots to standardised approach for securitisation exposures

Risk-weighted assets under SEC-SA jump 450% in three months to end-July

13 Sep 2024 | Data

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