Liquidity risk down 34% at the OCC
Projected largest payment obligation set at $6.2 billion for Q1
The Options Clearing Corporation (OCC) revised downward its estimate of the worst-case payment obligation that would have to be met in the event of the collapse of one of its participants.
The projected largest same-day payment obligation was set at $6.2 billion in Q1, down almost 34% quarter on quarter.
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