ABSTRACT Nonbanks such as central counterparties (CCPs) are a useful lens through which to see how regulators view the role of the lender of last resort (LOLR). This paper explores the avenues that are...
FDIC's single-point-of-entry method applauded but concerns still linger
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Bailout articles
Lawyers split on whether subordinated debt will be made convertible by law
Philadelphia Fed president says existing efforts to end too-big-to-fail may ‘come up short' and advocates a more rules-based approach; criticises Basel III risk weights
Chairman of the FSA uses annual Mansion House speech to highlight the issue of bank culture
Resolution regimes rule, OK?
Attack of the zombies
BoE's Bailey: UK PRA and banks will be 'heavily engaged'
Buy-side participants at the latest Credit Institute event acknowledged haircuts on senior unsecured debt are looking increasingly likely as regulators move to introduce new special resolution regim...
Insurance think tank bemoans underrepresentation of the "firefighting" insurance sector in Financial Stability Board and confusion over its role in the financial crisis
Government debt levels in peripheral Europe mean restructurings cannot be avoided, economist Nouriel Roubini tells Credit magazine.
Australian bankers attending Risk Australia in Sydney were worried that reforms aimed at supporting other countries' financial sectors may weigh heavily on their own shoulders.
EC makes variable annuity hedging a factor in Aegon bailout approval decision
Bond investors voice concerns over freedom given to national regulators to determine trigger events for conversions or haircuts.
Absence of measures forcing payments to Dutch state at expense of subordinated debt holders means Fitch upgrades firm's hybrid capital
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.