Basle III
November 7, 2014 - Editor
THE IMPACT OF BCBS/IOSCO ON COLLATERAL | Whitepaper From Sungard
Alex Soane, product manager, operations for SunGard’s Apex Collateral solution, assesses the Basel Committee on Banking Supervision (BCBS) and the International Organization of Securities Commission’s
Basle III >>
October 22, 2014 - Editor
The Search For Q | Dec 2014 is the Deadline
Being a Qualified CCP will really matter very soon, and impact capital requirements if not.
Basle III >>
September 14, 2014 - Editor
LCR Rules Finalized | OCC
According to a press release from the Office of the Comptroller of the Currency (OCC), the US-rules for the Liquidity Coverage Ratio (LCR) were finalized
Basle III >>
August 22, 2014 - Editor
ISDA asks for more time for uncleared OTC derivatives margin rules
ISDA expresses its concern for the implementation of uncleared OTC derivatives margin rules in December 2015
Basle III >>
July 1, 2014 - Editor
Double MPOR under Basle 3 | Collateral Disputes Carry a High Cost
In the Basle 3 rules, page 40, (see bcbs189 below) you see this: 41 (ii). If a bank has experienced more than two margin call disputes
Basle III >>
June 27, 2014 - Editor
Margin and Collateral Efficiencies for the Sell Side – Ten Year Euro Asset Swap
Margin & Collateral Efficiencies for the Sell Side – Ten Year Euro Asset Swap. A margin and capital cost comparison (see below) was made of
Basle III >>
June 27, 2014 - Editor
Clash of the Clearing Titans | Eurex versus LCH.Clearnet
An article from Risk Magazine tells the story of how battle lines are drawn on the OTC Rates Clearing front between Eurex and LCH.Clearnet
Basle III >>
May 28, 2014 - Editor
Smooth Sailing Ahead? | Future Regulatory Sqaulls To Come
Regulatory reforms have been at the forefront since the global financial crisis hit nearly six years ago – and it won’t be taking the back
Basle III >>
March 12, 2014 - Editor
Collateral Management | The Next Big Challenge
Now that Reporting for Europe has come into effect I am looking further into the next challenges that await for us just around the corner
Basle III >>
March 10, 2014 - Editor
Does Basel III create buy side liquidity risk? | IFR Article
IFR produced another article bemoaning the liquidity problems in the secondary credit bond market. An illustrative statistic is bank inventory: 2007 US$235bn; now "a mere" US$37bn. Aside from