CCPs’ stress-test results have improved, BoE says

UK institutions can absorb default losses and maintain liquidity better than in 2021–22, regulator says

Bank of England and Stock Exchange
Bank of England
Rachael King

The Bank of England has reported that the UK’s three central counterparties proved themselves robust in the second round of stress-testing.

The BoE said the CCPs achieved better results on the tests than they did in the first round, conducted in 2021–22. “Notably, CCPs are able to more comfortably absorb default losses and maintain higher liquidity balances through the exercise,” it said.

The central bank conducted a stress test and a reverse stress test on credit, and a stress test on

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