Basel
September 16, 2016 - Editor
Arbitrage and the Leverage Ratio
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
Basel >>
January 11, 2016 - Editor
Portfolio Compression Breaking into Swaptions
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
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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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March 4, 2015 - Editor
Will leverage ratio cause an FCM concentration crisis?
Risk magazine editor Duncan Wood makes a good point in his article The invisible incentives of clearing (subs. required) – the FSB / BIS ignored leverage
Basel >>
March 4, 2015 - Editor
Will leverage ratio cause an FCM concentration crisis?
Risk magazine editor Duncan Wood makes a good point in his article The invisible incentives of clearing (subs. required) – the FSB / BIS ignored leverage
Basel >>
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
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September 14, 2014 - Editor
LCR Rules Finalized | OCC
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
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July 1, 2014 - Editor
Double MPOR under Basle 3 | Collateral Disputes Carry a High Cost
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
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March 12, 2014 - Editor
Collateral Management | The Next Big Challenge
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
Basel >>
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