Updated Analysis of Capital-Collateral Relationships
New requirements hit the market this December, but survey claims only 7% of EU clients pay margin add-ons.
Mixed coverage: Same CCP, different protection levels by product
Database of clearinghouse disclosures shows strong consistency within jurisdictions, divergence across borders. Same metrics, different meanings.
I'm building a database of quarterly PFMI quantitative disclosures to start. Follow along on the journey.
Special Edition: First CCP and CM stress test combining public + confidential Fed data
