Basel seeks NSFR fix for derivatives

Possible fixes under consultation don’t go far enough, say banks

Of all the contentious elements in the Basel Committee’s flagship liquidity regulation, dealers have been railing against one particular section – a 20-word clause they claim threatens their derivatives trading activities by tacking on a cumulative $386 billion funding burden – since it was first unveiled in October 2014. Now it appears their efforts are bearing fruit.

Numerous sources say the committee is set to reopen debate on the most maligned part of the net stable funding ratio (NSFR)

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