OCC liquidity risk doubles to all-time high in Q2

Discussion in 'Options' started by ETJ, Sep 22, 2023.

  1. ETJ

    ETJ

    By Joshua Walker 22 Sep 2023
    The estimated largest payment obligation Options Clearing Corporation (OCC) could have faced had a single member and its affiliates defaulted hit an all-time high in the second quarter. Liquidity risk as measured by this metric was $12 billion as of the end of June – more than double the $5.84 billion recorded three months prior.
     
    carson_volsignals, FSU and destriero like this.
  2. Now *this* is interesting...