Liquidity coverage ratio (LCR)
Soaring Fed Home Loan Bank borrowings spark systemic risk fears
Parallels drawn with Fannie and Freddie as commercial bank borrowing from FHLBs nears $500bn
Asian buy side faces non-cleared margin currency penalty
Global banks charge premium for accepting local securities instead of major currencies
OCC regulator warns on interest rate risk build-up
Fed policy, liquidity requirements and model herding all raise concerns
ABS set for revival under US Treasury’s liquidity buffer plans
Allowing securitisations to count towards LCR and NSFR buffers could boost ABS market
NSFR consultation: industry awaits derivatives fix
Possible fixes under consultation don’t go far enough, say banks
UK proposes gold plating of liquidity risk rules
Cashflow mismatch risk framework aims to plug holes in Basel Committee's liquidity coverage ratio
Scrap the gold plate: Mnuchin goes global on bank rules
Treasury converges to international standards, but leverage ratio exception may delay Basel deal
Bank deal of the year: SG CIB
Risk Awards 2017: French bank found way to finance – and recycle – Czech mortgage bonds
Regulators struggle to conjure the right leverage ratio
Too low, and it has no effect; too high, and liquidity suffers. Time for flexibility?
Reserving judgement: the BoE’s divisive leverage ratio plan
Central bank reserves exemption may squeeze interbank liquidity, raise capital requirements
How banks weathered the money market storm
Bank funding desks tapped standalone accounts and offshore investors for cash as prime funds slumped
Large and complex banks face LCR reporting migraine
Repo, collateral and legal entities pose obstacles to liquidity reporting, say panellists at event
Banks under pressure to boost treasury risk oversight
Credit Suisse among banks that have expanded their second line of defence, conference hears
Interest rates house of the year: Societe Generale Corporate and Investment Banking
Multi-asset capabilities and risk recycling allow the bank to bring hit solutions to the market
BoE researchers outline risk of collateral collapse
In stress periods, collateral chains could break, paper warns
Basel shadow banking rules leave industry in the dark
The step-in risk concept may need a total overhaul to be fit for purpose as the UK goes its own way
Basel liquidity ratios ‘destructive’ US Senate told
Fed's analysis of NSFR costs "dubious at best", says AEI scholar Paul Kupiec
SEC prepares Dodd-Frank buy-side stress tests
Asset manager stress tests aim to measure fund liquidity and contagion risks
Australia regulator rejects liquidity facility for use under NSFR
Apra says that an RBA liquidity line cannot be used for NSFR
Dealers turn to structured products for LCR relief
Liquidity options for tackling Basel-mandated LCR come of age
Random drawing might fill gaps in liquidity risk data
HypoVereinsbank risk controller proposes bootstrapped approach to liquidity stress testing
Equity derivatives house of the year: BNP Paribas
Innovative risk-offloading trades enable the bank to power ahead of its rivals
Liquidity stress test regime needs attention, say central bankers
DNB experts recommend improved market-wide and bank-specific liquidity stress tests
Bond fears prompt RBI caution on liquidity ratio reform
Moving away quickly from a dual liquidity regime could be "self defeating", says regulator