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Latest on Regulation
EU regulators want Basel sign-off before leverage ratio changes
Risk Live: Benefits of temporary leverage exemptions still to be determined, ECB official says
Regulators setting climate rules would be ‘enormous failure’
Risk Live: ‘Trust markets’ not regulators to move capital away from big carbon emitters, says LGIM
Fed casts doubt on future of Basel internal models in US
Banks warn Fed cannot keep commitment to avoid Basel III capital hike if it forbids models
Latest
Quotes
If a bank sells a non-funded structured product to its client, this will trigger the FRTB issue on the derivative the bank offloads in the interbank market
Mark Liu, Societe Generale
Don’t try to transfer counterparty risk into liquidity risks for CCPs unless you’re sure that you know what that transformation really means
Richard Berner, New York University
I believe matching will receive more attention after the summer, once the Securities Financing Transactions Regulation has been live for a year
Executive, market infrastructure operator
Editor's Choice
Swipe left: repo reporting no match for Brexit, or collateral
A happier start than Emir, but SFTR honeymoon is over now that trades report separately in UK and EU
Big Figure
The repo chain gang
The amount of securities collateral received by the Japanese investment bank Nomura exceeds its total on-balance-sheet assets, something not seen at any other bank since Lehman Brothers. But does it matter?
Read the full articleRisk Management
CME, FICC to overhaul Treasury market margining
Clearers eye deal to dramatically improve cross-margin savings, aim to extend offsets to end-users
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Comment
A bold step forward in climate-related financial risk supervision
Net losers? Benefits of clearing US Treasuries are cloudy
Our Take
Time for BoE to rethink the leverage ratio
US Treasuries: a venerable market in need of fresh thinking