Basel



Featured image for “Arbitrage and the Leverage Ratio”

September 16, 2016 - Editor

Ever since the dramatic banking collapse in 2008 Regulators and Central Banks have been pre-occupied with finding the magic bullet that prevents another systematic financial

Featured image for “Portfolio Compression Breaking into Swaptions”

January 11, 2016 - Editor

BGC Partners and Capitalabs announced they removed €800 billion notional in the Fourth Quarter of 2015. Compressions achieve savings in capital costs, initial margin, gross notional value of

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 “Will leverage ratio cause an FCM concentration crisis?”

March 4, 2015 - Editor

  Risk magazine editor Duncan Wood makes a good point in his article The invisible incentives of clearing (subs. required) – the FSB / BIS ignored leverage

Featured image for “Will leverage ratio cause an FCM concentration crisis?”

March 4, 2015 - Editor

  Risk magazine editor Duncan Wood makes a good point in his article The invisible incentives of clearing (subs. required) – the FSB / BIS ignored leverage

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 “LCR Rules Finalized | OCC”

September 14, 2014 - Editor

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

Featured image for “Double MPOR under Basle 3 | Collateral Disputes Carry a High Cost”

July 1, 2014 - Editor

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

Featured image for “Collateral Management | The Next Big Challenge”

March 12, 2014 - Editor

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

Featured image for “Weekly Roundup | US & International Regulation | 18 January 2014”

January 18, 2014 - Editor

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