CCPs built up liquidity buffers heading into 2020
LCH SA grew qualifying liquid resources 49% year on year
Most major central counterparties (CCPs) swelled their liquidity buffers over the course of 2019, albeit at different rates.
Of the 10 large CCPs tracked by Risk Quantum, eight posted higher amounts of qualifying liquid resources at end-2019 than a year prior, while two reported smaller amounts.
Paris-based LCH SA increased its liquidity buffer the most over 2019, by 49% to €49.9 billion ($54.7 billion). Ice Clear US followed with a 35% increase to $5.7 billion, then the Depository Trust &
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