Liquidity
The role of collateral in supporting liquidity
This paper focuses on the use of high-quality assets for collateral purposes.
Insurance capital standard can be forged on time – Cadoni
Chair of IAIS working group asserts ICS will not be mere capital backstop
Buy side backs call for US Treasury new-for-old scheme
A programme of bond exchanges could revive liquidity in off-the-runs
BoE researchers outline risk of collateral collapse
In stress periods, collateral chains could break, paper warns
Bond funds use derivatives to buy time for bargain hunting
Buy side turning to ETFs and CDSs to meet exposure targets, switching them for bonds later on
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
FSB buy-side plans a 'step forward', says industry group
Investment Association welcomes suggestions to regulate illiquid and levered funds
Bank treasury transformed: Looking ahead to 2020
Sponsored webinar: Misys
Funding flap: dealers slam NSFR impact on derivatives
Banks fume over “extremely punitive” funding costs from liquidity rule
MarketAxess to offer cut-price dark pool liquidity
High-yield bond block trades could be 100bp cheaper on new platform, says executive
Interview: Natasha Cazenave on systemic risk in asset management
Chair of Iosco’s investment management committee welcomes “shift in the debate to an activities focus”
SEC prepares Dodd-Frank buy-side stress tests
Asset manager stress tests aim to measure fund liquidity and contagion risks
Living wills and LVAR could help kill liquidity risk
When used with living wills, a new method may help banks quantify liquidation costs
Risk management for whales
Rama Cont and Lakshithe Wagalath introduce a liquidation-adjusted VAR
Emir countdown raises cost questions for the buy side
Firms fear wider spreads, lower liquidity after May 21 frontloading date
Barclays taps blockchain for equity swaps, options, swaptions
Regulatory capital savings offered by instant settlement of smart contracts on distributed ledgers
Fixed-income investing: The new world order
Sponsored feature: Lombard Odier Investment Managers and ETF Securities
The academic insights behind fears of a buy-side crunch
Risk of fire sales by highly levered funds is chief worry among influencers of regulatory thinking
Regulators have 'keen interest' in FRTB liquidity effect
Isda AGM: Japan central banker says regulators should analyse liquidity impact of capital rules
Buy side turning to stress tests to manage liquidity
Asset managers look beyond quantitative metrics for hard-to-model risk
Three ways to model liquidity risk
Deriving synthetic bid/ask spreads offers a new approach to a thorny problem
Managing collateral and liquidity in turbulent times: Preparing for the unknown
Sponsored webinar: BNY Mellon
Industry slams EU equity derivatives disclosure proposals
"The rules are based on assumptions that are incorrect," says Isda
Banking redefined: Helping clients succeed in the new market structure
Sponsored Q&A: UBS