Share of required margin increases at top EU CCP members
Number of clearing members with total requirements of €10bn and above has been increasing since 2017
Source: risk.net
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Number of clearing members with total requirements of €10bn and above has been increasing since 2017
Results of European stress test suggest shortfall of collateral for large commodities positions is equivalent to 17% of total required margin
Bank was only one to record bigger capital lift from AOCI by end of test’s horizon
From the blog of Dan Dobry at The Times of Israel
Systemic lenders predict 34% lower hit to their loan books in latest DFAST exercise