Basle III
February 26, 2014 - Editor
US IRS volumes – SEF MAT cliff or steady decline?
A couple of recent pieces suggested a dramatic downturn in SEF IRS trading in week 1 of MAT. Such short-term effects may be shown
Basle III >>
January 22, 2014 - Editor
Davis Polk : Analysis of the Revised Basle 3 Leverage Ratio
From DP: The Basel Committee recently finalized its revisions to the Basel III leverage ratio. Compared to its June 2013 proposal, the Basel Committee has
Basle III >>
January 18, 2014 - Editor
Weekly Roundup | US & International Regulation | 18 January 2014
US Regulation: The Volcker Rule Agencies Issue Final Rules Implementing the Volcker Rule Five federal agencies on Tuesday issued final rules developed jointly to implement
Basle III >>
October 30, 2013 - Editor
Deja vu? Latest Basel III CCP capital rules may make CCP membership uneconomical | Risk.net Clearing Member poll
Risk.net conducted a poll of clearing members, a big majority of whom think CCP membership will become uneconomical under newest proposed risk-based and leverage ratio
Basle III >>
October 1, 2013 - Editor
€20 billion: The annual cost of OTC derivatives regulation
In its Macroeconomic impact assessment of OTC derivatives regulatory reforms, published on 26 August, the BIS have estimated the additional annual global cost of reforms as
Basle III >>
September 2, 2013 - Editor
The week that was (Dazzling Derivatives; issue of 2nd September 2013)
Dear all, The TOP Stories of last week: Craig Pirrong picks apart recent BIS study Craig Pirrong tears apart the logic behind a recent BIS
Basle III >>
August 26, 2013 - Editor
The weeks that were (Dazzling Derivatives; issue of 26th August 2013)
Dear all, the "Dazzle" had a one-week hiatus – but is back this week in full swing and with loads of worthy information. Have a
Basle III >>
August 8, 2013 - Editor
?Backwards Regulation Risk Systemic OTC The Is | Should Bilateral Margin and Capital Have Come Before Clearing?
I often notice that the different regulators and the different associated interacting market participants, utilities and commentators dissociate regulations of bank capital (e.g. Basel III)
Basle III >>
July 12, 2013 - Editor
U.S. Basel III Final Rule: Standardised Risk Weights Tool | Davis Polk
DP have made a tool in which you can click on various types of exposure and see the underlying capital calculations relating. It includes the
Basle III >>
April 26, 2013 - Editor
Do clearing mandates actually work?
In an environment where bilateral and cleared trades are more appropriately risk mitigated through bilateral margin, CCP margin and guarantee funds and Basel III capital,