In this report, we provide a primer on the NSFR, the main arguments against it and likely implications for securities finance. We review whether the NSFR or the Leverage Ratio is the biggest gating factor for securities finance business. Lastly, we look at the evidence to see if central counterparties (CCPs) are likely to help banks mitigate the worst impacts of the NSFR.
This Executive Briefing has been written for all market professionals to understand what the NSFR is and its implications for securities finance activity both now and in the future.
This report is 16 pages with 3 exhibits.
TABLE OF CONTENTS
■ Executive Summary
■ Why the NSFR Is Messy Regulation
– The NSFR Methodology
■ Can Banks Meet the NSFR?
■ The NSFR, Securities Finance and Market Liquidity
– Will CCPs Change the End-Game?
■ About the Author
■ About Finadium
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