After Covid, CCPs face calls for revamped disclosures

Banks and buy-side firms working with clearers to provide more granular info on margin shortfalls

Bank vault
Locked up: calls for more disclosure have faced mixed responses

Banks and their clients are pushing for prompter and more detailed disclosures from clearing houses on critical issues such as margin shortfalls, amid renewed scrutiny of the potential risk posed by their exposure to central counterparties (CCPs) in the aftermath of Covid-19-induced market volatility.

Clearing houses are already required to make quarterly quantitative disclosures on metrics such as their total liquid resources, the size of their default funds, and the quantity and size of

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

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