There may be an aggregate collateral surplus, but pension funds and other firms that would face big margin calls in a rising-rate environment are not reassured
Dealers access JGB pools for collateral upgrade trades – with Australian and Singapore dollar deals on the horizon
No regulatory focus on emerging Japan liquidity swaps market
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Liquidity risk articles
Asian regulators' partial recognition of Level 2B assets justifies revised Basel liquidity approach
Loss of capital fungibility creates systemic risk, according to BAML compliance head
New liquidity ratio could be undermined if EBA allows banks to estimate their own exposures
China’s interbank lending market recently came under the spotlight for all the wrong reasons. Simon Page, chief risk officer for Bank of China Fullerton, tells Asia Risk that firms must monitor liquidity risk management to succeed in the Middle Kingdom...
China central bank "blind" to potential capital market reaction in its attempts to clamp down on the shadow banking sector
The financial crisis has given lots of worn truisms a dusting down and a fresh lick of paint - among them, the notion that cash is king. Over the course of the last five years, it has been applied to everything from Basel III's new liquidity ratios to...
The Federal Reserve is planning a radical departure from traditional supervision by requiring the local offshoots of foreign banks to meet US capital and liquidity rules. Overseas banks are furious – and regulators are backing them publicly, amid fears...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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