The US SLR eases the criteria for netting cash variation margin and derivatives exposures – boosting JP Morgan's ratio by up to 20bp – and European banks hope their own regulators will follow suit...
Fed’s Marco Migueis says long-awaited AMA guidance will outline how to combine internal and external data
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Basel committee articles
With the leverage ratio making clearing members sensitive to gross exposure numbers, CCPs are under pressure to develop new, more efficient ways of compressing cleared portfolios. LCH.Clearnet has revamped its offering and its rivals are expected to follow...
Basel III is changing the shape of the global repo markets but in Asia banks are sensing an opportunity. Why are Asia’s markets such an attractive proposition for repo?
South African central bank wants softer treatment for wholesale funds in Basel III's NSFR, but warns the ratio will still be a challenge to the country's banks
Repo netting criteria in the revised leverage ratio may be less forgiving than banks first thought
Not content with regulators’ first attempt at revamping the capital requirements for securitisations, the industry offered its own proposals. Regulators have obliged on some aspects – but it’s not enough for some. Laurie Carver reports
Satisfying the Basel Committee’s principles on risk data aggregation is proving tough, and at least 10 large banks do not expect to meet the 2016 deadline. They complain the principles are not specific enough and are calling for supervisors to take...
Completing the two studies on schedule will be "nigh-on impossible" bankers claim – but regulators are thought to be wary of a postponement
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Topics of interest
Hong Kong, 1st - 31st Dec 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014