CCP liquidity risk measures hit highs in Q1
Several large global central counterparties (CCPs) reported record or near-record measures of liquidity risk in the first quarter, Risk Quantum analysis shows.
LCH set highs at both its London- and Paris-based CCPs. At LCH Ltd, the hypothetical largest payment obligation climbed 29.7% quarter on quarter to €38.1 billion ($43.7 billion). At LCH SA, the same measure rose 43% to €35 billion.
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