Ice Clear Credit worst-case liquidity scenario worsens by half

- By Joshua Walker
- 31 Mar 2023

The amount of money that Ice Clear Credit would have to pay following the default of one of its clearing members surged to a new high in euros in the last quarter of 2022. The change was driven by market volatility, a climb in clearing activity and increased exposures in euro-denominated products.

The estimated largest payment obligation for Ice’s credit derivatives clearing arm rose to €1.3

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