Liquidity
Ever heard of the WGMR?
Working Group on Margining Requirements is keeping a low profile
US dealers breathe easier as global uncleared margin rules take shape
The extraterritorial scope of US margin rules would have left US banks’ overseas swaps business in tatters, but an international working group looks set to deliver a reprieve by endorsing similar rules
Liquidation cost: why mark-to-market values are wrong
The cost of liquidation
New CFTC block trade proposals spark row over 67% threshold
Attack the block
A regulatory Catch-22: bail-in plans collide with Basel's NSFR
The funding squeeze
Liquidity swap activity will be driven by bank funding needs, say bankers
Banks’ long-term funding needs will drive demand for liquidity swaps with insurers
Guidance on central bank risk management is needed, says BoE’s Fisher
The Bank for International Settlements should provide guidance on best practice for central bank risk management, says the Bank of England’s Paul Fisher
Basel III commitment in question, says ex-committee member
The ongoing crisis in Europe is casting doubt over Basel III framework, says a former Basel Committee member
Risk awards video: What are the biggest challenges for 2012?
New regulation and the ongoing sovereign debt crisis in the eurozone are named as the key challenges for 2012 by the winners of this year’s Risk awards
Belgian private banks shy away from structured products
Extracting value from high-net-worth investors became a priority for Belgian banks in response to the Financial Services and Markets Authority's moratorium, but as mounting regulatory pressure spooks investors, private banks are bringing their structured…
Early adoption of Basel III across Asia causes tech headaches for bank risk managers
Strong balance sheets mean Asian banks are well placed to meet Basel III increased capital requirements but the disparate state of the regional regulatory framework means the technological challenges of meeting the rules could be significant
Insurance Sifis face bank-style supervisory regime
A suitable ploy?
Beyond Basel 2.5: regulators prepare trading book review
Beyond Basel 2.5
South African banks push for central bank liquidity facility to help LCR compliance
A central bank liquidity facility is a possible solution to the shortage of liquid assets, says a Banking Association South Africa speaker at Risk and Return 2012 in Cape Town
Low risk, high return: getting the most from a low risk asset strategy
Low risk, high return
Banks want derivatives collateral included in LCR
Received collateral is currently counted towards the liquidity reserve at some large banks, but should not be included in the LCR, say sceptics, who argue the assets can't be relied upon
Reconsidering the LCR
Reconsidering the LCR
Top CROs worry about Basel III consistency
A new research report published this month by Risk reveals that CROs at the world’s largest banks are worried about the consistency of Basel III rules
Former MF Global CRO Stockman a 'yes man', Congress charges
Stockman hired after Roseman dismissed for raising liquidity risk concerns, a congressional committee hears
FSA outlines draft guidance on liquidity swap transactions
Guidelines require notification of deals and improved risk management processes
FSA guidance on liquidity swaps imminent following meeting with banks and insurers
FSA guidance on liquidity swaps imminent following meeting with banks and insurers