Liquidity
Data shows OTC notionals shrank as clearing started in US
When a small group of firms became subject to the first US clearing mandate in March, outstanding notionals for clearing-eligible products temporarily dipped. With a larger group of firms set to start...
Banks and industry groups have been joined by an unlikely ally in their protests about the accounting treatment of assets held in liquidity buffers – the European Banking Authority. By Lukas Becker and...
Harnessing credit and debit valuation adjustments to credit default swaps may have seemed a good idea a few years ago, but as that market shrinks, it is eroding their foundations. Laurie Carver reports...
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More Liquidity articles
Central clearing obligations cause collateral headaches in Asia
The relaxation of the LCR partially addresses the liquidity concerns of Asian banks over Basel III, but as the region moves towards the central clearing of over-the-counter derivatives concerns over the availability of the right sort of instruments remain...
FX liquidity fragmentation costs reduced by technology
The increase in electronic trading venues in the foreign exchange market has created the potential for further fragmentation of liquidity. Technology vendors have developed a variety of solutions in response
Energy firms increasingly using stress tests to cope with regulatory...
Utilities and other energy firms are working hard to refine and enhance the scenarios they use for stress testing. Given recent market events, the impact of regulatory change and large-scale liquidity crises are taking on an increasingly important role....
Banks hunt for asset-backed securities as liquidity swap market stagnates...
Lloyds Bank one of a number sourcing assets from smaller institutions to meet demand from insurers
Global liquidity flows threatened by Dodd-Frank provision on foreign...
Japanese banks criticise proposed US regulation of foreign banking entities
Impact-adjusted valuation and the criticality of leverage
Marking whole positions to the current clearing price as in mark-to-market accounting ignores the effect that liquidating a position can have. Such valuations overstate the cash that will be received and underestimate a position’s leverage. Simple parametric...
Opening up of China market will not deplete Hong Kong RMB liquidity
The renminbi deposit base in Hong Kong banks will not face depletion even as investors have more ways of remitting the currency back to mainland China, say speakers at the Asian Financial Forum
Using market and credit risk analytics to strengthen performance
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