Swaps Data: Clearing Houses and one trillion dollars

My monthly Swaps Review looks at aggregate disclosures from over 50 clearing services, with details on:

  • Initial margin by house and client
  • Initial margin by product type
  • Default resources, member and own capital
  • Cash resources
  • Stress Loss
  • Margin calls

Showing that in aggregate over $1 trillion is held by or available to clearing houses.

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