Net stable funding ratio (nsfr)
The cost of some repo transactions would leap 850% under a draft version of the NSFR, banks claim. One regulator admitted last week there could be unintended harm to the market and implied the rules could...
South African central bank wants softer treatment for wholesale funds in Basel III's NSFR, but warns the ratio will still be a challenge to the country's banks
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More Net stable funding ratio (nsfr) articles
New proposals are positive, but banks warn they will still fall short of the ratio's minimum
New approach to liquidity risk intended to reduce the regulation's pro-cyclicality
Current regulatory approach makes further financial crises as "certain as the amen in the church"
New regulation on both sides of the Atlantic threatens to make money-market funds less attractive for corporate treasurers. Banks are hoping this cash will flood into fixed-term deposits instead, helping them meet incoming liquidity ratios, but they’re...
The post-crisis years have been punctuated by calls for big banks to be broken up. Nothing quite that dramatic is happening, but ring-fencing proposals in Europe – and a de facto fence around foreign banks in the US – are nudging the industry towards...
Bafin liquidity expert tells conference that national concerns and industry pressure caused LCR rewrite
Bankers say some local markets may be forced to deviate from the NSFR standard – that’s if the Basel Committee decides to go ahead with it at all
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.
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