Ice Europe’s liquidity risk at record high in Q4

- By Joshua Walker
- 19 Apr 2024

Euro-denominated liquidity risk at Ice Clear Europe surged more than twofold in the fourth quarter of 2023, hitting an all-time high.

The largest amount the central counterparty (CCP) would be left on the hook for in the event of a single clearing member and its affiliates defaulting in a reasonable worst-case scenario was equivalent to $11.5 billion. This was up from $4.4 billion in the third

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