CCP Quantitative Disclosures 3Q19 – Skin in the Game

Clearing Houses 3Q 2019 CPMI-IOSCO Quantitative Disclosures are now available, so lets look at what the data shows, similar to my CCP Disclosures 2Q 2019 article. Summary: Initial MarginĀ forĀ IRS is up 17% in the quarter and 45% in a year Each of the four major IRS CCPs increasing IM Client IM is significantly up IM for ETD up […]