The New York Fed's concerns about intra-day credit should be tackled by JP Morgan, BNY Mellon and DTCC, an industry taskforce concludes
Lehman executives and Ernst & Young lose fight to dismiss charges of deceit
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Repo agreement articles
Reform to broaden the use of the onshore repo market in South Korea is expected to help smaller banks and financial institutions better manage their short-term funding and reduce systemic risk. It s...
Chinese banks using the country's ‘pledge master agreement', China's domestic repo agreement issued first in 1999 by the People's Bank of China (PBoC), still do not have clauses in their contracts that...
Abnormally low repurchase rates are forcing banks to hedge their dividend exposures with swaps instead of forwards.
Daily news headlines
The International Swaps and Derivatives Association (Isda) and the London Investment Banking Association (Liba) have released their joint response to the European Union's third capital adequacy dire...
The Bank of England (BoE) has released a consultative paper outlining new proposals for organising settlement in the soon-to-be-launched U.K. gilt repos and strips markets. According to the document,...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.