Under pressure from politicians, the US Federal Reserve floats proposals to tighten rules on banks in physical commodities
Professors tell a US Senate subcommittee the liquidation rules will not help and may create more difficulties
More Federal reserve articles
In this paper, we propose Vasicek-type models for estimating portfolio-level probability of default (PD). With these Vasicek models, asset correlation and long-run PD (LRPD) for a risk-homogeneous portfolio both have analytical solutions, longer external...
The impending transition from Ben Bernanke to Janet Yellen at the US Federal Reserve is taking place at a particularly sensitive time, argues David Rowe – the new chair faces the logistical nightmare of unwinding a massive increase in the central bank’s...
Tarp overseer gains nomination for CFTC role, and other Changing Hats stories from the past month
US regulatory concerns about liquidity of government securities collateral could be resolved by access to the Fed’s discount window, CCP officials say
The US Federal Reserve’s tapering of quantitative easing is unsurprisingly the single most important factor anticipated to affect the global economy, but structural reform in China and Japan is also tipped to play a major role
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
Singapore, 22nd - 23rd Jul 2014
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014