Ice Europe’s liquid resources up 27% under new model
More comprehensive stress-testing model pushes highly marketable collateral to record high in Q1
Ice Clear Europe saw the size of its liquidity pool expand 27% in the first quarter following the implementation of a new liquidity stress-testing model.
The increase was driven by liquid resources classified as highly marketable collateral – assets that can be readily converted into cash without material market price impact even in extreme but plausible market conditions. The central counterparty (CCP) disclosed a record high of $37.5 billion, marking an 82.6% increase from the previous quarter
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