UK repo decline sparks NSFR tussle in Europe

BoE and EC concerned about repo liquidity, but Basel Committee unlikely to budge

tug-of-war3

European officials have asked the Basel Committee on Banking Supervision to take another look at the treatment of repos in the Net Stable Funding Ratio (NSFR), according to an industry source, who cites the European Commission and the Bank of England (BoE) as the prime movers in the initiative.

"They have said they will be looking at this and have found they are quite interested. People are more and more conscious [that] we need to look at what we are implementing. The discussions are ongoing in

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: