My monthly Swaps Review in Risk Magazine looks at the most recent CPMI-IOSCO Quantitative Disclosures by Clearing Houses for Interest Rate Swaps, Credit Default Swaps and Futures and Options
Showing strong year-on-year growth in each of these, except the last.
I also look at the trend in client IM at LCH SwapClear and the maximum Variation margin call in Q1 2018.
Please click here for free access to the full article on Risk.net.
