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FICC s government securities unit hit by $995m breach

Large moves in US Treasury yields in June to blame for largest backtesting exception on record

Income clearing corporationFixed income clearing corporationDepository trust amp clearing corporation dtccNited states usFixed incomeInitial marginInterest ratesMargin modelsInterest rate riskInterest rate volatilityIsk quantum

Ice Credit s required initial margin up 18% in Q2

CCP reported highest level on record, superseding Covid-19-induced peak

Ice clear creditIntercontinental exchange iceInitial marginCounterparty riskLearing membersCredit default swapsMargin modelsIsk quantum

CFTC backs banks in tussle over clearing house governance

CME and Ice will need to pay more attention to clearing members on risk committees

United kingdomUnited statesRostin behnamMorgan rosenbergMaggie sklarWilliam hobertDavis wright tremaineMichael dennisMarnie rosenbergJohn harrington rostin behnamShepard internationalUs commodity futures trading commissionUnited kingdom prudential regulatory authorityFederal reserve bankCanada risk committeeMarket risk advisory committee

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 paymentsJapan securities clearing corporationInternational organization of securitiesMarket infrastructuresInternational organizationSecurities commissionsRisk quantumCme groupNited states usInterest rate volatilityNterest rate swapsUnited states dollarMarket volatilityInitial marginLearing membersInterest rates

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 corporationJapanese government bondJapan securities clearing corporation jsccGovernment bondsApanese government bonds jgbsNterest rate swapsLearing membersInitial marginMargin modelsMarket volatilityIsk quantum

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