Collateral
Banks want derivatives collateral included in LCR
Published online only
Received collateral is currently counted towards the liquidity reserve at some large banks, but should not be included in the LCR, say sceptics, who argue the assets can't be relied upon
Published online only
The New York Fed's concerns about intra-day credit should be tackled by JP Morgan, BNY Mellon and DTCC, an industry taskforce concludes
Original headline:
Dealers have been busy war-gaming eurozone break-up scenarios in recent months. But one of the most complex, and uncertain, areas is what would happen to derivatives contracts in the event one or more...
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More Collateral articles
European capital rules could squash CVA feedback loop
Original headline:
The European Parliament version of CRD IV exempts trades with non-financials from Basel III's CVA capital charge - and dealers are hoping it covers sovereigns as well as corporates
Eurex to offer full segregation in March launch of OTC clearing
Published online only
Eurex Clearing plans to be the first OTC clearer to offer full segregation of collateral when it launches in March - demand has risen since MF Global collapse
Reconsidering the LCR
Original headline:
The Basel Committee is considering several substantial changes to its liquidity coverage ratio, including scrapping the distinction between level 1 and level 2 assets. But will this help banks meet the requirement? By Michael Watt
Sponsored forum: OTC derivatives
Original headline:
With just one year to go until the end-2012 deadline set by the Group of 20 (G-20) nations for all standardised over-the-counter derivatives to be cleared, a number of uncertainties remain – not least, whether the global regulators will meet the deadline....
Regulatory changes opportunities not challenges, says JP Morgan Chase...
Original headline:
Changes should be seen as opportunities to improve your business, says an optimistic Gene Álvarez, global head of operational risk for securities lending at JP Morgan Chase
Corporate risk manager of the year: Rolls-Royce
Original headline:
Corporate derivatives users had nothing to do with the financial crisis, but – much to their dismay – quickly found themselves caught up in post-crisis attempts to rebuild the over-the-counter market. They had to respond equally rapidly or live with...
Standard CSA: the dollar dominance dispute
Original headline:
Disputes over the valuation of collateralised derivatives trades have pushed the industry to develop a new standard credit support annex. A solution has been proposed – but some Asian and Australian banks have raised concerns about the dominant role...
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