Softer repo treatment seen as up for grabs in final US NSFR
Funding rules for Treasury repo on shortlist of changes; lower swaps add-on viewed as done deal
Softer treatment for repo transactions backed by Treasury bonds is on a shortlist of amendments that US regulators might make in their final net stable funding ratio (NSFR) rule, according to market participants, while an easing of the calibration for derivatives liabilities is now seen as highly likely.
“I suspect the Fed will come forward with something that is in line with what the Europeans
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