European NSFR ‘will change’, say HSBC and Deutsche Bank
Conference hears claims of an EC change in the treatment of derivatives
Two senior liquidity managers at HSBC and Deutsche Bank have both predicted at a conference in London that the derivatives funding requirement in the Net Stable Funding Ratio will be altered in Europe.
"I don't think it is going to be materially watered down, but there could be a little bit of movement, it sounds like, on the derivatives side of things," said Christopher Blake, a senior manager of liquidity risk at HSBC, speaking at the Liquidity and Funding Risk conference in London on
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