Funds could be subject to CVA charge for period of weeks or months
Additional costs for end-users if no exemption granted
“Embarrassing … ridiculous”: unnamed regulator lets fly at leverage rules
More Variation margin articles
National conflicts in margin rules can only be fixed via mutual recognition
Risk Derivatives Clearing: in-the-money end-users may have losses on other positions
Secretive group disbanded after dealers realised tech firms had similar plans
Goldman-led dealer consortium stepped aside for middleware and tech firms
ABSTRACT Nonbanks such as central counterparties (CCPs) are a useful lens through which to see how regulators view the role of the lender of last resort (LOLR). This paper explores the avenues that are...
Ill-considered futures trade claims first victim of tighter post-Qingdao financing climate
Collateral transformation facilities being lined up but are not being used
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New regime will "make the world safe for banks, but not safe from banks"
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.