EU still undecided on how to implement minimum repo haircuts

Concerns over non-bank leverage may derail push to include haircuts in bank capital rules

EU undecided over FSB repo haircuts regime

European Commission officials are still debating whether to include minimum haircuts for securities financing transactions in the bloc’s new capital requirements regulation, which is due to be published in less than three months.

The European Banking Authority is pushing for the rules to be incorporated into financial markets regulation instead – for instance, through a ban on transactions with insufficient haircuts. The regulator warned in 2019 that enforcing the minimum haircuts via bank

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