CFTC correct in row over US Treasury liquidity - 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 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.


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