メインコンテンツに移動

Repo desks up in arms about 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 change

bis
Basel Committee on Banking Supervision headquarters

Bank lobbyists are mobilising to combat a new threat to the repo market, which they claim could drive up the cost of some transactions by more than 850% – from seven basis points today, to 67bp if Basel III's net stable funding ratio (NSFR) is implemented as outlined in January. That could filter back into financing costs, with investors demanding more yield to make up for the cost of borrowing

コンテンツを印刷またはコピーできるのは、有料の購読契約を結んでいるユーザー、または法人購読契約の一員であるユーザーのみです。

これらのオプションやその他の購読特典を利用するには、info@risk.net にお問い合わせいただくか、こちらの購読オプションをご覧ください: http://subscriptions.risk.net/subscribe

現在、このコンテンツをコピーすることはできません。詳しくはinfo@risk.netまでお問い合わせください。

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

無料メンバーシップの内容をお知りになりたいですか?ここをクリック

パスワードを表示
パスワードを非表示にする

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

ログイン
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here