Central Counterparties recently published their new CPMI-IOSCO Quantitative Disclosures, meaning we now have three sets of disclosures, so I thought it would be interesting to look at trends in the data. Background Under the voluntary CPMI-IOSCO Public Quantitative Disclosures by CCPs, over two hundred quantitative data fields covering margin, default resources, credit risk, collateral, liquidity risk and more […]