Liquidity risk up 138% at Eurex in Q2
CCP revised estimated worst-case payment obligation to highest level on record
Source: risk.net
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Peak IM call at OCC jumps 38% in Q2
Outsized equity price moves behind third-largest IM call on record
Committee On Payments Options Clearing Corporation International Organization Of Securities Market Infrastructures International Organization Securities Commissions
Source: risk.net
Acadia Successfully Onboards Over 1,000 Phase 6 Initial Margin Firms
Firms Newly Subjected to Phase 6 of Uncleared Margin Rules Now Accessing the AcadiaPlus Platform Acadia, the leading industry provider for integrated risk management services for the derivatives
Source: finanznachrichten.de
Interest rate vol triggered three breaches at CME in Q2
CCP’s interest rate swaps clearing unit reported its first initial margin shortfalls since Q3 2020
Committee On Payments Japan Securities Clearing Corporation International Organization Of Securities Market Infrastructures International Organization Securities Commissions
Source: risk.net
Esma to meet with clearing industry over EU energy crisis
Widening eligible collateral on table; ECB intervention would need government indemnities
Authority Esma European Securities Markets Authority Nord Stream Council Of The European Union Uropean Union Eu
Source: risk.net
JSCC's bond and IRS units hit by almost 200 breaches
Q2 volatility triggered some of the largest initial margin breaches ever reported by the CCP
Japan Securities Clearing Corporation Japanese Government Bond Japan Securities Clearing Corporation Jscc Government Bonds Apanese Government Bonds Jgbs Nterest Rate Swaps
Source: risk.net
FLASH FRIDAY: Clearing Firms Focus on Technology to Stay Competitive
Successful clearing brokers invest in technical and operational capabilities.
Brett Thorne Head Of Business Development At Acadia Apex Fintech Solutions Business Development Apex Fintech Initial Margin
Source: tradersmagazine.com
Margin costs leap on Simm rejig and rates hikes
Acadia finds roughly one-third jump in exposure following Simm recalibration, with higher funding costs adding to burden
International Swaps And Derivatives Association Isda Nited States Us Initial Margin Margin Models Isda Simm Non Cleared Trades
Source: risk.net
Banks shock commodities models by 1,000% in stress test rethink
Energy price spikes force clearing firms to consider extreme or even ‘implausible’ scenarios
Source: risk.net
Buy-side retreats to 'dirty' CSAs amid collateral crunch
Repo market fears prompt insurers and pension funds to revert to bond collateral
Source: risk.net