Banks seek clarity on risk retention capital charges
CMBS issuers in dark about how much capital to hold against risk retention exposures
Can securitisations be treated as loan exposures when calculating risk-based capital requirements? That is the question three big US banks – Bank of America Merrill Lynch, Morgan Stanley and Wells Fargo – will put to regulators when they file their third-quarter financial statements.
The filings will reveal how the banks are classifying the retained risk of a landmark commercial mortgage-backed
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Markets
Indian banks in race against clock to unwind USD/INR trades
An estimated $7 billion of open arbitrage trades must come off the books by April 10
smartTrade eyes role as direct streaming linchpin
Vendor plans to tap growing demand for direct API trading solutions across asset classes
The swap futures comeback
CME cross-margining and Reit hedging drive new growth in Eris contracts
Crypto for normies: EDX puts old twist on new asset class
Citadel-backed venue applies trad risk concepts to digital assets – now it’s trying to snag the banks
Mutual funds are trading inflation like it’s 2022 again
Counterparty Radar: USD CPI notionals hit record levels even before March’s jump in energy prices
Russell’s flexi hedging aims to tame jumpy yen
Japanese clients can dynamically switch hedging profile based on USD/JPY movements
JGB basis trade throws off the shackles
Japan’s cash-futures arbitrage on the rise despite Iran volatility and BoJ-driven bond scarcity
SFC lifts lid on new Hong Kong FIC trading platform
Regulator sheds light on venue that could rival Bloomberg, Tradeweb in CNH market
