Liquidity risk
In-depth introduction: Corporates
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...
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 –...
Banks and industry groups have been joined by an unlikely ally in their protests about the accounting treatment of assets held in liquidity buffers – the European Banking Authority. By Lukas Becker and...
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How banks needs to consider their IT infrastructure
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More Liquidity risk articles
Corporate cash seeks new home as money-market reforms loom
New regulation on both sides of the Atlantic threatens to make money-market funds less attractive for corporate treasurers. Banks are hoping this cash will flood into fixed-term deposits instead, helping them meet incoming liquidity ratios, but they’re...
Double trouble: UK banks face threat of twin ringfences
The post-crisis years have been punctuated by calls for big banks to be broken up. Nothing quite that dramatic is happening, but ring-fencing proposals in Europe – and a de facto fence around foreign banks in the US – are nudging the industry towards...
Risk & Return Cape Town: Dealers expect deviation from NSFR standard
Bankers say some local markets may be forced to deviate from the NSFR standard – that’s if the Basel Committee decides to go ahead with it at all
Repo markets in Asia set to grow on the back of Basel III
Repo has played a much smaller role in Asian financial markets than in their European and US peers but the combination of regulatory and market incentives means this is set to change
Impact-adjusted valuation and the criticality of leverage
Marking whole positions to the current clearing price as in mark-to-market accounting ignores the effect that liquidating a position can have. Such valuations overstate the cash that will be received and underestimate a position’s leverage. Simple parametric...
Impact-adjusted valuation and the criticality of leverage
Marking whole positions to the current clearing price as in mark-to-market accounting ignores the effect that liquidating a position can have. Such valuations overstate the cash that will be received and underestimate a position’s leverage. Simple parametric...
Return of the DPCs
They fell out of favour during the crisis, but derivatives product companies are set for a dramatic reappearance as banks seek to limit their collateral posting obligations – if regulators and counterparties can be persuaded of the benefits, that is....
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