ESMA - EU Securities Markets R

RT @RiskDotNet: “For some #CentralCounterparties especially in the commodity derivative market … we see that the estimated risk is higher than the available buffers for some CCPs” – Froukelien Wendt, @ESMAComms CCP supervisory committee #ConcentrationRisk @ICE_Markets
https://t.co/LUHLhnn5fl

🐦🔗: https://nitter.eu/ESMAComms/status/1544355344582934529

Concentration risk add-ons too low at Ice and ECC, says regulator - Risk.net

Results of European stress test suggest shortfall of collateral for large commodities positions is equivalent to 17% of total required margin

Risk.net
Jul 5, 2022 at 7:46pmWeb