Liquidity
Risk.net poll: CCPs should have access to central bank liquidity
The majority of respondents to an online poll support central bank liquidity access for CCPs, but critics argue this would be likely to lead to the break-up of multi-currency clearers
As investors shy away from equities, the creators of structured products are trying to replicate exposure to different markets using foreign exchange and attract a wider pool of investors who want to invest...
Basel III’s liquidity ratios do not make sense in South Africa, says Paul Hartwell, chief risk officer of Standard Bank. He’s hoping the country’s regulator will exercise some discretion. By Alex...
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More Liquidity articles
Efficacy of alpha strategies called into question
Alpha strategies may result in lower volatility but they do not necessarily provide higher returns, according to market participants
FSA urged to take direct action against liquidity swap ‘malpractice’...
The British Bankers' Association (BBA) has called on the FSA to pursue individual cases of liquidity swap ‘malpractice’, rather than imposing new industry-wide regulations on the transactions
SFOA conference: Eurex supports central bank access for CCPs
Derivatives clearing houses should be able to rely on central bank liquidity support, says Eurex exec at SFOA annual conference
Basel Committee's Walter dismisses reports of LCR overhaul
Basel Committee is working on criteria to decide what counts as a liquid asset, but secretary general says no decisions have yet been taken on how – or whether – to change the LCR
CVA's cousin: Dealers try to value early termination clauses
Much of the talk about counterparty risk has concentrated on tweaks due to default expectations – credit and debit value adjustments – but there are other legal loopholes that allow counterparties to terminate trades. One in particular – using credit...
Interbank settlements: the cash must flow
Interbank payment systems came through the strains of the 2008 crisis without serious problems, but regulators nevertheless believe there’s room for improvement. ORR talks to people within the settlement companies about their plans
Risk waterfall at CME, Ice makes porting harder, dealers say
The need to provide portability could pressure CCPs to lean more heavily on initial margin than default funds to absorb losses
Using market and credit risk analytics to strengthen performance
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