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.

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Over the same period, the forward-looking estimate

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