What’s New in CCP Disclosures – 3Q22?

Clearing Houses have published their latest CPMI-IOSCO¬†Quantitative Disclosures: Background Under the CPMI-IOSCO Public Quantitative Disclosures, CCPs publish over two hundred quantitative data fields covering margin, default resources, credit risk, collateral, liquidity risk, back-testing and more. CCPView¬†has 7 years of these quarterly disclosures for 44 Clearing Houses, each with multiple Clearing Services, covering the period from 30 Sep 2015 […]

CORRA First in CAD Markets

I first wrote about benchmark reform in Canada in 2019: Since then, we have had the announcement that CDOR will cease in 2024: As with all good benchmark stories, the announcement of cessation sets the ball-rolling on a number of fronts: CORRA First Luckily, we have a well-thumbed playbook to refer to now, and the […]