CCPs shun central banks in liquidity buffers rejig
LCH, Ice US and CME lead the way towards commercial banks
Liquidity buffers held at the end of the first quarter by 13 of the largest central counterparties (CCPs) languished at their lowest level since the end of 2019, a Risk Quantum analysis has found.
Total liquid resources – the pile of assets CCPs hold to cover member cash shortfalls or defaults – dropped from $832 billion at end-December to $795 billion at end-March, a fall of 4.4%. The aggregate
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.
Copyright Infopro Digital Limited. All rights reserved.
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
Copyright Infopro Digital Limited. All rights reserved.
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
More on Risk Quantum
European banks disclose €120bn of private credit exposure
Deutsche Bank and Barclays lead disclosed totals in Q1, but reporting gaps hamper comparison
Fifth Third, Flagstar EVE bets diverge in Q1
Comerica deal flips Fifth Third rate-risk profile
Swap customer funds hit record in May at US FCMs
Wells Fargo, BofA see sharpest upticks; Barclays and BNPP reach new highs
Huntington CRE book jumps again after Cadence buy
Acquisition lifts property exposure by 60% as delinquencies reach eight-year high
Top US banks load up on derivatives in Q1
Credit, commodity and interest rate notionals balloon
Goldman breaks with peers in $50 billion long-term securities push
Wall Street behemoth doubles holdings of 5+ year debt as other G-Sibs continue to shorten duration
Megabanks boost repo exposures after SLR reform
Volumes of repo-style transactions at US systemic banks top $2.5trn, helping drive record-low SLRs in Q1
US regional banks tilt hedges towards lower rates in Q1
KeyCorp, Citizens lead way with heavy receive-fixed swaps portfolio