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SOFR discounting: CCPs prepare for make or break auctions
Deluge of one-way risk and kinks in basis swap auctions could derail Libor transition milestone
Big Figure
EU CCPs embrace the world
Central counterparties (CCPs) in the European Union have steadily increased the number of clearing members from outside their home jurisdictions and the EU itself, data published by the European Central Bank (ECB) shows. As of end-2019, the 19 CCPs covered by the ECB had 1,064 clearing members, collectively. Of these, 61% were institutions from outside the CCPs’ home jurisdictions, and 13% were from outside the EU. Five years prior, out of 1,008 clearing members, 54% were non-domestic entities and just 8% from outside the EU.
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7 days in 60 seconds
SOFR discounting, Covid and scenario crowdsourcing
The week on Risk.net, September 12–18, 2020
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