CCPs build their liquidity buffers

Ten of the largest central counterparties (CCPs) strengthened their liquidity by $43.7 billion, a rise of 10%, in the first quarter over the last period of 2017. About a quarter of that improvement came from deposits at commercial banks.   

A Risk Quantum analysis of the clearing houses found that secured cash deposits at commercial banks – including reverse repo transactions – rose by $11.3 billion, or 26%, from the fourth quarter of 2017. LCH in London led the charge, increasing its deposits

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