Eurex Clearing reports sharp rise in default exposures

Clearing house’s peak same-day payment obligation rose to €5 billion in the second quarter

Eurex Clearing would have had to cover a record €5 billion ($5.44 billion) same-day payment obligation if its largest member defaulted at the end of the second quarter. 

The clearing house’s estimate of the largest same-day payment that would be generated in the event of a member default rose 22% from €4.1 billion for the prior quarter. The €5 billion estimate is the highest since public disclosures began in Q3 2015.

Eurex also reported a higher multi-day estimate of €5.3 billion for Q2, the

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