CCP failure in crisis more likely than member failure – OFR

3rd November, 2017

Julie Aelbrecht
Documents GIG

Two researchers have suggested conventional stress tests underestimate the vulnerability of CCPs

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP

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