Parliamentarian hits back at European Commissioner's criticism of Basel model floors
BoE and EC concerned about repo liquidity, but Basel Committee unlikely to budge
Lew faces questions in Congress over FSB impact on US banks and markets
Differing discount methods and EVE approach will need explaining to investors
Conference hears claims of an EC change in the treatment of derivatives
Firms hope to leave out non-modellable risk factors deemed "immaterial"
EEX foray into non-MTF platforms sparks outcry from brokers
Commission’s Bandman raises margin financing as emerging systemic risk to CCPs
Commercial banks barred despite support for their entry from securities regulator
Non-maturing liabilities pose problems for banks' IRRBB hedge accounting
European banks reluctant to rely on complicated exemptions for inter-affiliate trades
This special issue of The Journal of Financial Market Infrastructures on collateral provides a collection of papers that are not fully in sync with traditional thinking in policy and academic circles, or are under-researched.
This paper focuses on the use of high-quality assets for collateral purposes.
Clients face tougher reporting rules if dealers don’t become systematic internalisers
Content provided by IBM
Trade and model mismatches will be key tests for vital margin call service
Effective risk management is more important than what your organisational chart looks like
Two-year clearing delay for small firms might allow indirect model to be built
July experience shows fund suspensions can be used without spillover effects
Basel Committee working on sovereign risk, but eurozone has most at stake
FDIC rebuffs European calls to allow netting of client clearing margin in leverage exposure measure
Sponsored webinar: SIX Financial Information
Banks seek clarity, but regulator wants maximum flexibility for its bail-in decisions