Liquidity risk up 163% at Ice Clear Credit in Q4

- By Alessandro Aimone
- @aimoneale
- 07 Apr 2022

Changes to the risk profile of a number of Ice Clear Credit’s clients prompted the central counterparty (CCP) to revise its estimate of the worst-case payment obligation that would have to be met should one of its participants collapse.

The projected largest multi-day payment obligation was set at $1.7 billion in Q4, up 163% quarter on quarter and at its highest level since Q3 2020. The largest

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.

If you would like to purchase additional rights please email info@risk.net