Top CCPs’ liquidity pools hardly grow in Q1
LCH SA the only outlier as most clearing houses see cash, collateral and credit on hand shrink
Ten of the world’s largest clearing houses added $7 billion (1.3%) to their liquidity buffers in aggregate in the first quarter of the year.
Risk Quantum analysis shows that total cash, collateral and credit held by the leading central counterparties hit $548.4 billion in Q1 2019, up from $541.4 billion in Q4 2018 and $487.6 billion the same quarter a year ago.
Quarter-on-quarter, the CCPs grew their secured cash piles with commercial banks by 15% to $82.2 billion, increased holdings of
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