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旅人祈愿 · 2018年11月01日

CCP & liquidity risk

Is the statement "the involvement of CCP in an OTC contract decreases liquidity risk" true or false.

On one hand, CCP can standardize the OTC contracts, so that liquidity risk goes down.

One the other hand, CCP transfers credit risk to liquidity risk (Current issue), so that liquidity risk goes up.

Which one is correct? Or which effect is more significant than the other one?

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品职答疑小助手雍 · 2018年11月02日

同学你好,这种问题没办法直接解答的,这两个效果分别和CCP把contracts标准化的程度还有CCP要求的margin比例有关,了解单个效果的结果即可。

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