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Esma weighs delay to review of repo reporting rules
Expectations grow that a review of SFTR scheduled for April will be postponed due to Covid
Bill Dudley: exclude reserves, not Treasuries, from SLR
Former head of NY Fed says standing repo facility and reform of G-Sib buckets also key
Special K-factors: new buy-side capital regime sized to fit
Overhaul of capital regulations could hit European investors’ op risk capital calculations
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Quotes
Greenhouse gas emission data has been around for 10 years plus, it has weaknesses, but it is fairly easy to get hold of that information. The bit that isn’t easy is the upstream and downstream emissions
Will Oulton, First Sentier Investors
Australia can be a pretty difficult market to penetrate, and it may not make sense to apply for eight or 10 different licences
In-house lawyer at a private bank
A taxonomy-compliant green asset ratio may indeed be useful to provide some level of standardisation to banks’ disclosures, but it will not be useful as a risk management tool
Karen Degouve, Natixis
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What lies beneath: Nomura’s iceberg balance sheet
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Big Figure
In the holding pen
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 articleRegulation
Esma weighs delay to review of repo reporting rules
Expectations grow that a review of SFTR scheduled for April will be postponed due to Covid
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Comment
Repair the leverage ratio, revive the repo market
ECB certificates: a ready-made euro safe asset
Our Take
NSFR may clear up questions about Nomura’s balance sheet
Italian job: the real UK stock trading heist