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
Source: risk.net
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Top News In Margin Models Today - Breaking & Trending Today
Ice Credit's required initial margin up 18% in Q2
CCP reported highest level on record, superseding Covid-19-induced peak
Source: risk.net
CFTC backs banks in tussle over clearing house governance
CME and Ice will need to pay more attention to clearing members on risk committees
Source: risk.net
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
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
Source: risk.net