Liquidity risk up 138% at Eurex in Q2

CCP revised estimated worst-case payment obligation to highest level on record

Eurex Clearing revised upwards its estimate of the largest payment obligation that would be caused by the default of any of its participants and their affiliates in the second quarter of the year.

The projected largest multi-day payment obligation was set at €18.7 billion ($18.9 billion), up 138% quarter on quarter and at its highest level since regulatory disclosures were first published by the central counterparty (CCP) in 2015.

  !function(e,i,n,s){var t="InfogramEmbeds",d=e

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

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