Federal Reserve
March 5, 2015 - Editor
Are remaining G-SIB shortfalls of Basel III capital more problematic than it seems?
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
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February 4, 2015 - Editor
TABB Fixed Income Conference: tackling reduced trading liquidity in corporate bonds and OTC
Following January 2014's TABB Fixed Income conference: "BREAKING RATES", the Thursday January 29th TABB conference "PERFECT STORM NAVIGATING THE CONFLUENCE" held promise of answering the question of
Federal Reserve >>
March 31, 2014 - Editor
Measuring Global Bank Complexity | Federal Reserve Bank of New York
I came across one item in a series from the NY Fed on bank complexity – the charts demonstrate an aspect of Banks which we
Federal Reserve >>
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
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March 4, 2014 - Editor
“Fixed rate full allotment reverse repo will become the Fed’s central policy tool” | Barclays research note
"We believe that the fixed rate full allotment (FRFA) reverse repo will become the Fed’s central policy tool" says Barclays Joe Abate in a research
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February 26, 2014 - Editor
DB adjusts legal structure | Fed intermediate holding company rules
FT reported (subs. required) and Reuters re-reported (free) that Deutsche Bank (DB) is adjusting its structure to curtail US balance sheet and the associated capital redundancies introduced by the
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December 13, 2013 - Editor
Could US CCPs pay 25bps on cash collateral at today’s interest rates? The plot thickens
Josh at SFM / Finadium has uncovered a potential competitive advantage for US CCPs, click to read more (free registration may be required) Could US CCPs
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November 4, 2013 - Editor
Weekly Roundup | Collateral Management | 4 November 2013
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
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September 26, 2013 - Editor
Is FARP a taper alternative? | Fast start for the new Fed facility
The apparently fast start (Monday) of the Fed's FARP – coming just after the unexpected announcement not to taper – has caused some to speculate