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Article: CCP Disclosures: How much does it cost to run a trading business?

01 August 2017 | ClarusFT Feed
 

The latest batch of CPMI-IOSCO CCP disclosures are out for Q1 2017. We look at Initial Margin across Rates and FX. The Top 10 banks post $14bn across three CCPs. This gives us an insight into the cost of funding a trading business. The split of IM illustrates the intrinsic cost of CCP basis. Initial […]

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