Liquidity risk spikes at Eurex, JSCC, NSCC
New highs for stressed payment obligations set at three CCPs
The estimated largest payment obligation a single clearing member would owe in a default scenario shot up to record highs at three central counterparties (CCPs) in the second quarter.
The metric of liquidity risk rose 74.9% to ¥1.43 trillion ($9.4 billion) at the Japan Securities Clearing Corporation (JSCC) and 72.4% to $66 billion at the National Securities Clearing Corporation (NSCC).
At Eurex
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