Repo
OFR leads US push for mandatory adoption of LEIs
Berner says his bureau could use repo-reporting project to drive uptake of legal entity identifiers
Treasury: SLR 'reducing stability' in US repo markets
Treasury study found leverage ratio is making bank repo funding “fragile”
Buy-siders weigh virtues of P2P repo
Tradition's platform is attracting interest, but obstacles remain to peer-to-peer repo
Review of 2016: turn and face the strange
Post-crisis reform has caused upheaval, but gave recent years a sense of direction; in 2016, that was missing
Doom loop reloaded: CRR II goes soft on sovereign debt
EC dilution of Basel liquidity and market risk rules could create new regulatory arbitrage
Relief for EU money market funds on liquidity buffers
Final compromise regulation not expected to trigger large fund reallocations
Losing the match: EU repo rules spark reporting fears
Repositories battling to improve matching rates for Emir trade reporting as SFTR looms
Fed adviser defends US Libor alternatives
Risk USA: GC repo and OBFR are still viable reference rates, says David Bowman
A map of collateral uses and flows
This paper provides insights into the increased demand for collateral, the reduced capacity for banks to act as collateral intermediaries and examples of risks and vulnerabilities in collateral flows.
Repo markets left guessing by new EU reporting rules
Record-keeping obligations of SFTR already in force, but no guidance on data fields
Gap risk KVA and repo pricing
Wujiang Lou introduces a reserve capital approach to the hedging error in the BSM model
Reserving judgement: the BoE’s divisive leverage ratio plan
Central bank reserves exemption may squeeze interbank liquidity, raise capital requirements
How banks weathered the money market storm
Bank funding desks tapped standalone accounts and offshore investors for cash as prime funds slumped
Repo traders brace for wild quarter-end
Overnight repo rate expected to widen dramatically on Friday
UK repo decline sparks NSFR tussle in Europe
BoE and EC concerned about repo liquidity, but Basel Committee unlikely to budge
Can US money funds rely on French banks for repo liquidity?
Foreign dealers may be here today, gone tomorrow
L’exception française: why French banks dominate US repo trading
French banks are exploiting a quirk in the leverage ratio rules to expand repo trading
DTCC’s Murray Pozmanter on repo clearing and HFT
Buy-side clearing a top priority following suspension of interbank GCF repo
LCH nixes US repo clearing, Weisbrod departs
David Weisbrod, CEO of LCH’s US businesses, left the company last month
JP Morgan clients suffer in interbank repo basis blowout
Suspension of DTCC service leaves market "in uncharted territory"
Banks pushing Eurex to allow hedge funds into cleared repo
Prime brokers proposing to guarantee the performance of clients’ trades
SEC leverage ratio meetings alarm broker-dealers
US Treasury spread trades could face 850-fold jump in capital requirements
End-users shun ‘broken’ US swap market
Negative swap spreads forcing hedgers to look for alternative instruments
Eonia ‘almost meaningless’, says Eurex
Thin volumes in unsecured lending market should be a cause for concern, bourse operator argues