Get the secret 'underground' views of Bank of England staff

At an eight month lag to the base reported data it is based on, BCBS's half yearly Basel III monitoring report was published recently looking

The Bank of England have published a study into the way IM models work when reacting to stressed market conditions, comparing models such as VaR,

Key organisations within the UK provide components of the Financial Market Infrastructure, which the Bank of England must supervise.

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

Clearing Survey of CCP Progress Since the US Clearing Mandate Kicked In It’s been a few months since we last updated the CCP chart, and

The Bank of England May Have Gotten into the Collateral Transformation Business…Will the Fed Follow? Several news sources reported on last week’s speech by Mark

It was announced today that a temporary network of bilateral liquidity swap lines between six central banks will be made into a standing arrangement "until

A paper explaining how CCPs allocate losses to members in a default. Financial Stability Report | Financial Stability Paper No 20: Central counterparty loss-allocation rules.

Interesting paper on how a CCP achieves protection. Financial Stability Report | Financial Stability Paper No 19: Central counterparties and their financial resources – a