Ice Clear Europe boosts liquidity buffer by 77%
More than half of the CCP’s loss-absorbing funds is now deposited in central bank balances
Ice Clear Europe boosted its liquidity pool by $49 billion in the last quarter of 2021 to the highest level on record.
The central counterparty (CCP) reported $112.5 billion on aggregate at end-December, up more than 77% quarter on quarter.
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The bulk of the CCP’s liquid resources are in central bank balances, which rose from $16 billion to $59.7 billion over the period. Highly marketable collateral jumped from $16 billion to $26 billion.
In contrast, secured cash at commercial banks
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