Liquidity
Banks and EBA join forces over liquidity buffer accounting
Banks and industry groups have been joined by an unlikely ally in their protests about the accounting treatment of assets held in liquidity buffers – the European Banking Authority. By Lukas Becker and Matt Cameron
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…
Double trouble: UK banks face threat of twin ringfences
The post-crisis years have been punctuated by calls for big banks to be broken up. Nothing quite that dramatic is happening, but ring-fencing proposals in Europe – and a de facto fence around foreign banks in the US – are nudging the industry towards a…
Risk & Return Cape Town: Dealers expect deviation from NSFR standard
Bankers say some local markets may be forced to deviate from the NSFR standard – that’s if the Basel Committee decides to go ahead with it at all
Proxy war: Shrinking CDS market leaves CVA and DVA on shaky ground
Runaway adjustments
Central clearing obligations cause collateral headaches in Asia
Collateral thinking
Repo markets in Asia set to grow on the back of Basel III
Don't fear the repo
FX liquidity fragmentation costs reduced by technology
The increase in electronic trading venues in the foreign exchange market has created the potential for further fragmentation of liquidity. Technology vendors have developed a variety of solutions in response
Energy firms increasingly using stress tests to cope with regulatory change
Utilities and other energy firms are working hard to refine and enhance the scenarios they use for stress testing. Given recent market events, the impact of regulatory change and large-scale liquidity crises are taking on an increasingly important role…
Banks hunt for asset-backed securities as liquidity swap market stagnates
Lloyds Bank one of a number sourcing assets from smaller institutions to meet demand from insurers
Global liquidity flows threatened by Dodd-Frank provision on foreign banks
Japanese banks criticise proposed US regulation of foreign banking entities
Impact-adjusted valuation and the criticality of leverage
Impact-adjusted valuation and the criticality of leverage
Opening up of China market will not deplete Hong Kong RMB liquidity
The renminbi deposit base in Hong Kong banks will not face depletion even as investors have more ways of remitting the currency back to mainland China, say speakers at the Asian Financial Forum
A year of market movement and trading opportunities
Sponsored forum: US inflation derivatives
Impact-adjusted valuation and the criticality of leverage
Impact-adjusted valuation and the criticality of leverage
Korea ready for Basel III, claims FSC
Meeting the challenges
Lookback
Lookback
Insurers gear up for new derivatives clearing rules
All clear ahead
Return of the DPCs
Return of the DPCs
Regulators hope changes will end LCR debate
A new ratio regime
Cutting Edge introduction: The tipping-point for leverage
Borrowing the stake for a bet is as old as the hills – and so is losing it. But how much debt is too much for a given position? A group of quants believe they know. Laurie Carver introduces this month’s technical articles
Impact-adjusted valuation and the criticality of leverage
Impact-adjusted valuation and the criticality of leverage