A new LCR-compliant basket for European repo trading

The European repo market is seeing the emergence of an LCR-compliant trading basket that takes the work out of conducting credit analysis on individual bonds, especially in light of national and ECB policy changes. This article looks at the rationale and mechanics behind the basket.

Please to view this content. (Not a member? Subscribe Today!)

Related Posts

Previous Post
CPMI and IOSCO issue quantitative disclosure standards for central counterparties
Next Post
DataLend: securities lending top 10 earning equities – March 2, 2015

Related Posts

You do not have permission to view the comments.

Please Login to post a comment

Menu
X

Reset Password

Create an Account