Liquidity
Adjusting value-at-risk for market liquidity
Adjusting value-at-risk for market liquidity
Product providers in eurozone periphery face stiff challenge from bonds
Bonds beef up in southern Europe
Evolution of the liquidity exchange
Evolution of the liquidity exchange
Insurers urged to be cautious of long-term liquidity swaps
Uncertain regulatory and economic environment increases risks associated with liquidity trades, warns Fitch
The ETF liquidity mirage
Smoke and mirrors
Bank of England to post collateral in OTC derivatives trades
BoE thought to be the first major central bank to change policy on collateralisation as it seeks to reduce dealer funding charges
Sponsored webinar: Regulation
ETF Risk: Industry anticipates Esma
HKMA offers banks RMB repo facility
RMB repo facility established as part of continuing process to internationalise currency and deepen RMB markets
Greek exit threatens eurozone ALM
The Greek gift
Reviving securitisation: regulators send mixed messages
Reviving securitisation
Tullett Prebon and Allianz to launch Solvency II data service
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
HFT adds value to the forex market, says Bank of England
The effects of high-frequency trading activity should continue to be monitored, but the practice adds value to the forex market, argues a senior Bank of England official
Hong Kong regulator to allow foreign currency liquid assets to make up LCR shortfall
HKMA backs foreign currency option for local banks struggling to meet Basel III’s liquidity coverage ratio
Basel III takes a bite out of aircraft and shipping finance
On the scrapheap
Profile: NYU’s Robert Engle on volatility, liquidity and systemic risk
An Arch economist
Stress test struggle: separating liquidity and market risks
Stress test struggle
UBS: Sef aggregation 1.0
Pin money
Isda AGM: Margin regime ups liquidity risk, buy-side firms warned
Collateral demands will be pro-cyclical - rising as markets become stressed - and will be generated by uncleared as well as cleared trades, DE Shaw treasurer tells Isda conference
Insurers stress liquidity and lapse risk amid concern over interest rate spike
When surrender is an option
New regulations could cause $7 trillion "collateral shock"
Trio of rules - on liquidity, clearing and margin for uncleared trades - will hoover up vast amounts of collateral, market participants fear
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