Liquidity risk up 138% at Eurex in Q2
CCP revised estimated worst-case payment obligation to highest level on record
Source: risk.net
Stay updated with breaking news from Variation Margin. Get real-time updates on events, politics, business, and more. Visit us for reliable news and exclusive interviews.
CCP revised estimated worst-case payment obligation to highest level on record
Widening eligible collateral on table; ECB intervention would need government indemnities
Repo market fears prompt insurers and pension funds to revert to bond collateral
The overall weighted average return for hedge funds administered by the Citco group of companies (Citco companies) was -2.4% in June
Number of clearing members with total requirements of €10bn and above has been increasing since 2017