Client margin at Barclays hits record $27bn
Required funds rose 13% for F&Os and 8% for swaps in August
Source: risk.net
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Required funds rose 13% for F&Os and 8% for swaps in August
Quarterly provisions highest in two years
House price declines mark ominous signal for other supercharged markets
Eroding prices of RMBSs and govies keep widening unrealised losses
Clearing house close to depleting default fund under toughest credit stress scenario