Swaps Data: IM grows in Listed and OTC markets

My monthly Swaps Review looks at the recently published CPMI-IOSCO Quantitative Disclosures by CCPs and highlights:

  • Initial Margin YoY trends for IRS, CDS & ETD Clearing Houses
  • Maximum total VM received on a single-day
  • Estimated Peak Stress Loss on Default
  • Actual largest Credit exposure

Please click here for free access to the full article on Risk.net

Stay informed with our FREE newsletter, subscribe here.