Capital requirements directive (crd)
Banks in France, Germany, Italy and Spain will all be able to ignore some government bond losses when calculating Tier I capital, but UK institutions will not
Stefan Winter, chairman of the board of directors of the Association of Foreign Banks in Germany (VAB), asks how new regulation affects the future of collateral management
More Capital requirements directive (crd) articles
Banks say leverage exposure "could be halved" after PRA acts to safeguard business
Positions in credit default swaps (CDSs) are eligible instruments to reduce some Basel III capital requirements. The value of this benefit should be reflected in the price. Chris Kenyon and Andrew Green incorporate this into a pricing model for CDSs,...
Before European banks can apply lighter capital requirements to trades cleared elsewhere, the relevant central counterparty needs to be approved by the European Securities and Markets Authority. Dozens of venues globally now have less than a month to...
Eleven CCPs say they will apply to Esma for approval – sparing European members a capital hit – but Canada's CDCC has no plans to go through the process
European energy traders say worries about the impact of Mifid II are chilling activity in longer-dated power and gas
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014
USA, 20th - 21st Aug 2014