CFTC correct in row over US Treasury liquidity - Risk.net poll

liquidity ratio

The Commodity Futures Trading Commission (CFTC) is right to require central counterparties (CCPs) to have a committed funding backstop in place for US Treasury bonds and other government debt, according to a new Risk.net poll.

Of the respondents, 56% agree with the CFTC's stance that bonds can only be counted towards a CCP's liquidity resources if they are backed with committed funding arrangements – allowing them to be turned into cash immediately. The rest of the respondents disagreed.

On

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: