CCP Disclosures – Skin in the game and Other Metrics
Clearing Houses publish regular quantitative disclosures of great interest to clearing members and regulators, which provide regular insight into risk governance, ease of comparison and facilitate best practice. From the approximately 200 data fields published for each Clearing Service, it is possible to derive composite metrics, the most well know of which is skin-in-the-game (SITG); […]
G3 Inflation Swap Volumes are on the up
Monthly volumes of cleared inflation swaps topped $500 Billion for the first time in March 2021. That is basically double the monthly volumes that we were seeing as recently as a year ago. This blog will take a look at the volume data available to us. It serves as a great reminder of just how […]