Funding
US G-Sibs shun unsecured short-term funding
Trend towards borrowings secured by high-quality collateral accelerates
EU public funds buoy Italian lenders
European facilities cover almost 10% of Italian bank funding
Issues of unsecured debt, CDs pick up steam at US G-Sibs
Senior unsecured debt amounts outstanding climb 31% on Q4 2014; CDs 45.5%
Podcast: McClelland on why you need a good MVA model
Numerix quant presents a model aimed at showing the total cost of a trade
Connectivity – Standards set to enhance collateral management
Regulatory changes in the over-the-counter derivatives space have seen firms scrambling to find solutions that will ensure they are prepared to manage the transition. As ever-larger transaction volumes place higher demands on firms’ transaction…
EBA data reveals disparities in LCR deposit-bucketing
Regulatory arbitrage concerns surface over classification of non-operational deposits
UK banks shun short-term funding
Flighty sources of cash make up less than 4% of UK bank balance sheets
Greenwich Associates Publishes New TCA Study
FX Options in the Age of Uncleared Margin Rules
Systemic US banks’ overseas loans top $3trn
Citi leads large US dealers with almost $1trn of foreign claims
Non-systemic US banks shy away from short-term funding
Mid-sized non-G-Sibs have average STWF score of just 17.1%
Goldman Sachs leads US firms on non-bank assets
Non-bank assets of G-Sibs equivalent to 32% of total consolidated assets
US banks’ liquidity buffers thinnest among G-Sibs
Mean LCR of US banks hits 122.5% in Q1
US banks demand high rates for overnight loans
Most banks demand 25bp-plus spread over IOER to lend unsecured
How leading firms are preparing for the shift from Libor
Driven by declining liquidity in the unsecured interbank lending market, firms face a significant amount of planning in the lead up to 2021. Engrained in the very fabric of financial service providers, there is a warranted degree of uncertainty and…
Into the void: Europe’s new but hazy securitisation market
Regulatory vagueness reaches new heights as incomplete rules take effect
Foreign banks stockpile HQLA in US branches
Median FBO has 48% of total HQLA in branches, but only 31% of total assets
Foreign bank IHCs run more funding risk than US peers
More than 80% of foreign banks' short-term borrowings mature within 30 days
European and US G-Sibs' LCRs diverge in 2018
The average LCR at the 13 European and Swiss G-Sibs stood at 145% at end-December, 42 basis points higher than at end-2017
Schwab, Northern Trust’s funding risk rivals G-Sibs'
Two non-G-Sibs have high short-term wholesale funding scores under Method 2
US banks improve funding mix in 2018
Cash outflows with high run-off rates reduce over the year
Debt-issuance spree helps Lloyds hurdle MREL target
Total funds and eligible liabilities rose to £66.8 billion at the end of last year, up 23% from 2017
Rabobank shuns wholesale funding
Dutch lender has reduced wholesale liabilities by 29% since 2014