CCP liquid resources pivot to secured commercial bank cash
Eurex, CME and ECC drive jump in reverse repo-linked liquidity buffers in Q1
Central counterparties (CCPs) reported their highest amount of secured cash at commercial banks on record in the first quarter, after the liquid resource rose 50% over the period.
Across 25 CCPs analysed by Risk Quantum, secured cash at commercial banks – a category that includes reverse repo – climbed to $203.5 billion, equivalent to 17.4% of total qualifying liquid resources. This was the
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