DTCC, Ice Clear Europe lead top CCPs in boosting liquidity buffers

Ten of the largest central counterparties added $20.8 billion to their liquidity buffers during the third quarter of 2018 – a 4% increase on the second quarter – having extended credit lines, placed more cash with commercial banks and grown their portfolios of marketable securities, Risk Quantum analysis shows.

Six of the 10 CCPs analysed increased their overall liquidity resources during the third quarter. The Depository Trust and Clearing Corporation (DTCC) posted the largest dollar increase