Cross-border collateral may alleviate dollar funding strains: Emeap

dollar vortex

Cooperation through swap arrangements and the development of cross-border collateral lists is vital to prevent liquidity strains in their money markets, East Asian and Pacific central bankers said last Thursday.

The financial markets working group of the Executives' Meeting of East Asia Pacific Central Banks (Emeap), which met in Sydney from Wednesday to Friday, said the "wave of bail-outs and bankruptcies in the US and European financial sectors in autumn 2008 was the catalyst for significant

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Credit risk & modelling – Special report 2021

This Risk special report provides an insight on the challenges facing banks in measuring and mitigating credit risk in the current environment, and the strategies they are deploying to adapt to a more stringent regulatory approach.

The wild world of credit models

The Covid-19 pandemic has induced a kind of schizophrenia in loan-loss models. When the pandemic hit, banks overprovisioned for credit losses on the assumption that the economy would head south. But when government stimulus packages put wads of cash in…

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