Liquidity
Contingent capital solutions mooted for CCPs
Default insurance has been explored by at least one clearing house, but capital markets solutions may be a better way to supplement existing safeguards, say some participants
Banks face heavy burden from sanctions in the Middle East
Sanctions side-effects
Supervision not regulation, says SEB's Hansen
Rather than rushing to increase regulation and potentially creating compliance costs and regulatory risks, authorities should be getting involved at the ground level to improve supervision, says Lars Hansen, Swedish insurer SEB Life’s chief risk officer
Asia’s opinions on Basel III
The Basel Committee has published rules on the capitalisation of bank CCP exposures and global Sifis in recent months. It will now monitor how the rules are implemented, and tweak calibrations where necessary. Asia Risk talks to a selection of leading…
Sponsored forum: US inflation derivatives
Encouraging growth in the US inflation derivatives market
Eksportfinans faces collateral questions following downgrade
Junk-rated export lender says it has enough reserve liquidity to meet obligations while it is being wound up - but dealers are not convinced
Marsh CRO: takeovers, outsourcing and technology are top op risks
On top of the ops
Financial institutions move to address funding squeeze in Asia
Funding dilemmas
Australian regulator releases Basel III liquidity proposals
Australia's prudential regulator publishes discussion paper for liquidity reforms under Basel III. In addition, the Reserve Bank of Australia announces further details for its committed liquidity facility to address the liquidity shortage banks will face…
Risk USA: European banks need to change or suffer consequences
European banks need to reduce mismatches between their risk appetite and the risk appetite of investors, says Deutsche Bank chief credit officer
Q&A: Stefan Walter on Basel III, RWAs, 'anti-American' rules and CVA
“It’s good to have hard deadlines”
Thai banks deploy continuity plans as settlement and liquidity risks rise due to floods
The Bank of Thailand and the country’s leading banks are moving to ensure the country’s payments systems do not grind to a halt due to Thailand’s worst flooding in 50 years. So far, Thailand’s high value settlement system as well as cash reserves at…
Market volatility ‘biggest concern’ for financial firms, finds survey
Regulatory risk and political meddling also big concerns, says Norton Rose research
Risk.net poll: CCPs should have access to central bank liquidity
The majority of respondents to an online poll support central bank liquidity access for CCPs, but critics argue this would be likely to lead to the break-up of multi-currency clearers
Disenchantment with equities boosts attractions of forex
Tapping the power of forex
Video: Banks can arbitrage central bank liquidity provision
A conflict between new liquidity regulations under Basel III and existing central bank operations leaves a gap that banks may be able to exploit, warns financial stability expert
Australian banks still face liquidity challenges, FSB peer review finds
A Financial Stability Board peer review finds the Australian financial system remains strong but banks face Basel III liquidity and wholesale funding challenges
IMF modelling work on liquidity risk points to capital hike, says Jobst
Recent analysis by the International Monetary Fund indicates that banks in the US need to raise capital to cover systemic liquidity risk threats
Profile: Standard Bank CRO on rogue trading, liquidity and lending
“We do not have a liquidity issue”
Video: Industry experts clash over whether to publish liquidity ratios
A Basel III conference panel disagree over whether banks should publish liquidity coverage ratio and net stable funding ratio estimates now, even though the final rules are not yet agreed
Liquidity swaps face uncertain future as FSA consults on risk management
Liquidity swaps face uncertain future as FSA consults on risk management
Efficacy of alpha strategies called into question
Alpha strategies may result in lower volatility but they do not necessarily provide higher returns, according to market participants
FSA urged to take direct action against liquidity swap ‘malpractice’
The British Bankers' Association (BBA) has called on the FSA to pursue individual cases of liquidity swap ‘malpractice’, rather than imposing new industry-wide regulations on the transactions