BIS
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
BIS >>
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
BIS >>
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
BIS >>
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
BIS >>
June 2, 2014 - Editor
The Size of the OTC Market | End Dec 2013
The latest BIS report on volumes in the OTC market shows two opposite trends for Rates and Credit derivatives
BIS >>
March 13, 2014 - Editor
How Big is OTC really? Part 2: OTC shrank 20% in H1 2013
OTC shrank by ~20% in six months: from $25tn at end 2012 to $20tn market value by end H1 2013. Not yet clear why.
BIS >>
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
BIS >>
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
BIS >>
October 1, 2013 - Editor
€20 billion: The annual cost of OTC derivatives regulation
In its Macroeconomic impact assessment of OTC derivatives regulatory reforms, published on 26 August, the BIS have estimated the additional annual global cost of reforms as
BIS >>
September 6, 2013 - Editor
The week that was (Dazzling Derivatives; issue of 6th September 2013)
Dear all, this edition of the 'Dazzle' comes on a Friday as I will be off for the next two week – keep an eye