European Central Bank offers central securities depositories (CSDs) financial incentives to sign up to T2S early; governing council gives CSDs until the end of April to agree
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Draft language could affect the way hedge funds perform their own internal credit analysis
The increasing need for liquid, high grade assets under Basel III capital requirements will likely squeeze liquidity in the types of eligible collateral required by central counterparty (CCP) cleari...
Follow the leader?
New CSA, new challenge
The latest Reserve Bank of India revised draft guidelines for securitised transactions released late September have drawn criticism from market participants for being far too restrictive, with one l...
Dealers say they won’t join clearing houses that are not robust – and have already blackballed one central counterparty. As a result, the initial margin methodologies employed by the big rates c...
Crunch time for corporates
Time for a European Monetary Fund
To charge, or not to charge?
Insurers could withstand Greek and Italian default, says Fitch Ratings
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.