Liquidity risk triples at Nasdaq in second quarter

Updated model extends time horizon to seven-plus days

The estimated largest payment obligation faced by Nasdaq in the event of the default of a single member and its affiliates shot up in the second quarter.

The total across the central counterparty (CCP) spiked from Skr7 billion ($634.4 million) for same-day and intraday payments and Skr9.77 billion for multi-day payments in Q1 to Skr31.2 billion in Q2 for both.

When broken down by currency, liquidity risk was up almost across the board, rising 35.6% to €2.36 billion ($2.53 billion) for euros

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