Regulator-prescribed margin methodology permits six-times leverage on equity swaps
Expectations grow that a review of SFTR scheduled for April will be postponed due to Covid
Former head of NY Fed says standing repo facility and reform of G-Sib buckets also key
Collateral received by the Japanese bank exceeds its total on-balance-sheet assets – does it matter?
US banks have been shifting securities from their trading books into hold-to-maturity portfolios to reduce the volatility of their stress capital buffer, prompting JP Morgan chief executive Jamie Dimon to ask whether this quirk of the capital rules makes any practical sense.Read the full article
Concerns over non-bank leverage may derail push to include haircuts in bank capital rulesReceive this by email