CCPs incur fewer margin breaches in 2017

LCH Ltd reports 399 fewer breaches than in 2016; DTCC 156

Margin breaches at central counterparties (CCPs) declined in frequency and severity in 2017 compared with 2016, Risk Quantum analysis shows.

CCPs disclose the number of times that margin coverage held against any clearing member’s account falls below that account’s actual mark-to-market exposure. End-2017 disclosures show a drop-off in such incidents compared with 2016 at all but one of 10 CCPs surveyed. 

Among the most improved, LCH Ltd recorded 174 margin breaches in 2017, down from 573 in

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 or view our subscription options here:

You are currently unable to copy this content. Please contact 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 View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a 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