Federal Reserve



Featured image for “Are remaining G-SIB shortfalls of Basel III capital more problematic than it seems?”

March 5, 2015 - Editor

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

Featured image for “TABB Fixed Income Conference: tackling reduced trading liquidity in corporate bonds and OTC”

February 4, 2015 - Editor

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

Featured image for “Measuring Global Bank Complexity | Federal Reserve Bank of New York”

March 31, 2014 - Editor

I came across one item in a series from the NY Fed on bank complexity – the charts demonstrate an aspect of Banks which we

Featured image for “Does Basel III create buy side liquidity risk? | IFR Article”

March 10, 2014 - Editor

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

Featured image for ““Fixed rate full allotment reverse repo will become the Fed’s central policy tool” | Barclays research note”

March 4, 2014 - Editor

"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

Featured image for “DB adjusts legal structure | Fed intermediate holding company rules”

February 26, 2014 - Editor

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

Featured image for “Could US CCPs pay 25bps on cash collateral at today’s interest rates? The plot thickens”

December 13, 2013 - Editor

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

Featured image for “Weekly Roundup | Collateral Management | 4 November 2013”

November 4, 2013 - Editor

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

Featured image for “Is FARP a taper alternative? | Fast start for the new Fed facility”

September 26, 2013 - Editor

The apparently fast start (Monday) of the Fed's FARP – coming just after the unexpected announcement not to taper – has caused some to speculate