Deposits
Bank treasuries grapple with IRRBB data requirements
Banking Book Risk Summit: Data from recent zero rates era not a reliable behavioural indicator
How banks weathered the money market storm
Bank funding desks tapped standalone accounts and offshore investors for cash as prime funds slumped
Sterling swap rate collapse hits structured deposits
Post-Brexit halving of five-year swap rate sees Hartmoor pull FTSE deposit plans
Basel interest rate risk disclosures "problematic"
IRRBB could reveal commercially sensitive information and mislead analysts
The drawn-out death of a standard IRRBB charge
For 23 years, regulators have been trying – and failing – to standardise banking book rates risk
Basel abandons plans for Pillar 1 rates risk charge
No standard charge for banking books, but souped-up Pillar 2 still worries critics
Sources of Liquidity Risk: Theory and Empirical Evidence
By: Jon Pogach
Bank war on deposits to continue despite US G-Sib relief
Excess cash still too expensive to hold, say dealers
Cash is not king: unwelcome depositors seek new homes
Companies face more liquidity risk as Basel III prompts banks to reject excess cash
Depositors feeling the pinch as banks bow to Basel III
Seven firms say deposit business is being complicated by LCR and leverage rules
Basel to unveil ‘Pillar 1-lite’ approach to rate risk
First public consultation expected this month in long-running project
EBA rate risk guidelines ease deposit cap
Greater flexibility welcomed, but problems may remain for mortgage lenders
Nonmaturity deposits and banks’ exposure to interest rate risk: issues arising from the Basel regulatory framework
The authors of this paper address the shortcomings of a major assumption in the Basel accords regarding interest-risk exposure and propose two models to incorporate optionality features that are often ignored.
Basel cuts credit spread charge from banking book work
Charge was felt to be "too difficult to capture" without complex rules
Basel rates split heralds soft landing, banks hope
First consultation paper on banking book interest rate exposure is expected in March
Banking book rate risk project splits in two
Regulators working on Pillar II guidance as well as fixed capital regime
Basel rate-risk project sets up scrap over deposit models
Regulators could cap the maturity banks assume for large chunks of their deposit base
HMT bill could destroy UK structured deposits market
HMT bill could destroy UK structured deposits market
Corporate cash seeks new home as money-market reforms loom
New regulation on both sides of the Atlantic threatens to make money-market funds less attractive for corporate treasurers. Banks are hoping this cash will flood into fixed-term deposits instead, helping them meet incoming liquidity ratios, but they’re…
Regulators hope changes will end LCR debate
A new ratio regime
Best in Italy
Best in Italy
Optimising retail deposit pricing
Optimising retail deposit pricing
UK banks reveal size of eurozone funding gaps
Banks reduce cross-border funding of peripheral eurozone assets in an attempt to mitigate redenomination risk - but funding gap still tops £10 billion for Spain