Pro-cyclicality

US treasury/repo clearing mandate makes derivatives markets wary on basis trade impact

SFM Interview: data will define the parameters of the institutional crypto market

Goldman Sachs Treasurer Beth Hammack on leverage and capital rules, repo capacity and buffers (Premium)

The door opens for an SA-CCR in securities finance

Do EU margin requirements on anti-procyclicality for CCPs help or hurt risk management?

Bank of England on hedge fund and PB risk: better than it used to be but issues remain

Get ahead on key issues with Finadium research: an example from the BIS Annual Report

Broker/dealer balance sheets and illiquidity: is regulation to blame?

Tackling the question of insurance companies and pension plans in systemic risk

"Embedded Financing: The Unsung Virtue of Derivatives”: An article from the Journal of Derivatives that every securities financing professional should read

Zoltan Pozsar's new paper “Shadow Banking: The Money View”: some very interesting ideas on how to use the Fed's reverse repo program

The Bank of England on procyclicality: no great solutions

Our analysis of the FSB’s securities lending and repo policy framework

Benoît Cœuré on why low interest rates set the markets up for systemic fragility

Five important points from the new BIS paper on collateral

Important conclusions from a Bank of England paper on CCPs and financial resources

Pro-cyclicality: ISDA and the FSB use the same term but want very different things

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