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Risk Quantum analysis shows that only 2.16% of prefunded default resources at 15 central counterparties came from clearing houses’ own capital in the second quarter – the lowest proportion since public disclosures began in 2015.
QUOTE OF THE WEEK
Basis swaps surge amid US repo market concerns
“There is shifting sensitivity in SOFR to dates when cash is withdrawn from the system or collateral is added. That suggests there is greater potential that SOFR will rise on those big settlement dates” – Mark Cabana, Bank of America
11 Nov 2024 
