Repo
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
The ideas on offer to calm buy-side repo fears
Comprehensive solution to the challenges pension funds will face under central clearing remains out of reach
Treasury repos may hit 20bp under DTCC liquidity plan
Repo CCP's committed liquidity facility could force price hike
LCH.Clearnet considering repo lines to pension funds
CCP talking to pension funds about becoming direct repo counterparty
No need for repo CCP in Australia, RBA says
Central bank says no financial stability case, and costs would be high
ECB sparks bank tug-of-war over debt eligibility
Debt may only be eligible for either TLAC or central bank liquidity
Fed support high on wish list for buy-side repo clearing
Risk USA panellists want liquidity support for planned new services
BoJ’s Nakaso: ‘No serious problems’ with JGB liquidity
New data shows drop in market depth, but QE is not threatened, says deputy governor
Noble Group defends off-balance sheet inventory deals
Firm’s treatment of optional commodity inventory sales is appropriate, CEO says
European Repo Council chief fears ‘meltdown of G20 dream’
Concerns heard as repo industry considers voluntary adoption of clearing