As public entities eye CCP membership, dealers warn of heightened risk exposure from support waivers
Some say new collateral terms ensured access to markets during last year’s meltdown
Choice of ‘lag’ method for sterling RFR loan conventions bars use of BoE index
Sonia bond trailblazer wants a single bond template for all RFRs, but found hidden devils in its debut
The week on Risk.net, July 28-August 3, 2018
ARRC chair Sandra O’Connor also questions IBA transparency
Issuer to use daily compounded, backward-looking rate with time lag for sterling benchmark
Second deal with European Investment Bank frees up balance sheet for lending
EIB model head explains a four-step process for putting risk at the centre of governance efforts
Bankers claim new rules “trap liquidity”
Capital efficiency of A3 bond tempts insurers
Long maturities and improved rating lure firms into Spanish gas scheme bonds
Regulators should be more intuitive in their approach to capital levels, EIB treasury risk head tells conference
Insurers keen to invest in real economy, finds BaFin study, but regulatory uncertainty holding them back
European Investment Bank set to launch project bond pilot scheme in September
US regulations on mandatory clearing and uncleared margin could put US dealers at a competitive disadvantage in Europe, says EIB
Towards two-way CSAs
A recipe for disaster?
European Investment Bank plans to sell 300 million EU carbon allowances
Bargagli-Petrucci says bye-bye to EIB
Several sovereigns, supranationals and agencies are considering following Portugal’s lead and posting collateral to derivatives counterparties, say dealers
Financial institutions have failed to properly manage their operational risk in recent years and can expect to be subjected to higher requirements in future, an official from the UK Financial Services Authority (FSA) warned yesterday.
The largest multilateral lenders in eastern Europe today pledged €24.5 billion over the next two years to support the region's banking sectors affected by "global financial retrenchment".