Eurex scrambles to avert Treasury collateral ban on US default
Current policy prevents CCP from selectively excluding eligible collateral
Eurex Clearing has discussed excluding US Treasuries from its eligible collateral pool if the US debt ceiling impasse continues, according to sources at three large banks, and may need to update its policies to avoid a total ban on the instruments.
The US has just over a week to negotiate an increase to the debt ceiling and stave off a technical default, which could see some Treasury securities
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 print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk management
Many banks do not document failure plans for Tier 1 models
Risk Benchmarking: Strong predeployment validation gives way to ad hoc escalation of breaches, even at some large lenders
Governing AI execution as institutional infrastructure
Report drawn from discussions at a Risk.net AI governance roundtable, convened in collaboration with Cisco, held in New York in June 2026
Red alert: how Nasdaq’s Smarts became surveillance blind spot
Software that looks for shifty trades has been asleep on the job, affecting alerts for hundreds of products
Agentic AI set to drive end-to-end automation of MRM workflows
Risk Live: Validator role likely to shift towards oversight and expert judgement
Model risk managers are being asked to do more with less
Risk Benchmarking study finds function being handed expanding AI workload, on flat resources
Banks are automating GenAI testing, but scope varies widely
Risk Benchmarking: LLM-as-judge offers model testing at scale, but few lenders use it to facilitate autonomous sign-off
Op risk data: Pentwater pays up for taking Avis shares for a spin
Also: Romania’s Robor cop gets tough on benchmark rigging; Wamco’s cherry-picking squashed. Data by ORX News
How US regulators could stop management driving Camels
Supporters flag disconnect from other indicators; critics fear early warnings will go unnoticed
