Regulatory

Bloomberg article on the impact of regulatory reform for the repo market: is it cause and effect?

The BIS’s Debt Service Ratio (DSR)

Soberlook post on capital ratios and repo: do they get all of it right?

Surveys say: banks on cost of collateral; short-termism in risk management

Basel Committee consults on LCR disclosure, but does it mean anything without more RWA disclosure?

Davis Polk publishes Basel III Standardized Risk Weights Tool

Heard on the High Street: the realities of working out economic capital and RWA

Banca d’Italia paper looks at factors behind RWA calculations, why they differ so much

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

Tuesday roundup: regulator reports and consultation papers (Finadium clients only)

The Fed proposes tracking bank Fed Funds, Eurodollar, and CD activity but leaves out repo

Smart thinking on monetary and economic policy from the BIS

Five important points from the new BIS paper on collateral

Details on the SEC’s cross-border derivatives trading proposal

Monday roundup: CASLA docs, Finadium’s repo event, RWA standardization

Federal Reserve speech on the status of cross-border resolution authorities

The CME's Paulhac on cross margining of futures and cleared swaps: big savings but complicated

Hedge funds fill the vacuum in fixed income when banks exit

The NY Fed looks at collateral fire sales and tri-party repo: some good ideas, some well….

Three positive scenarios for securities finance in 2013

The FSOC 2013 Annual Report: taking a look at “Fire Sale and Risk Run Vulnerabilities”

Comments on the Fed's Jeremy Stein on the Liquidity Coverage Ratio and Lender of Last Resort: a fascinating speech (Finadium subscribers only)

Regulators arguing over jurisdiction suggests something isn’t right

Bloomberg sues the CFTC over IM rules on swap futures. Will IM preferences in swap futures disadvantage SEFs?

FRB SCOOS report highlights some interesting trends in securities finance terms and client demand

Who does Shadow Banking when banks can't? (Finadium subscribers only)

Will Tier 1 capital still be used in five years? Another call for the leverage ratio.

The growth of regulatory capital trades and the names of firms taking the other side

US Senators Brown and Vitter introduce bill to end US implementation of Basel III

Volcker on the Volcker Rule

ICMA European Repo Council calls for exemption of repo transactions from FTT

Next up, the FTT impact on securities lending: also not good

A new paper on the EC proposed Financial Transaction Tax: the news is all bad

Review of the Basel Committee's "Supervisory framework for measuring and controlling large exposures"

Two attempts to reduce regulatory arbitrage, for good or bad (Finadium subscribers only)

Helping regulators understand that banks and securities finance are part of the real economy

ISDA publishes a paper on Non-Cleared Swaps: rumors of its demise are greatly exaggerated

Should Central Banks pay interest on CCP deposits? The Fed says yes, we say not such a good idea.

Six ideas for new business opportunities created by AIFMD (Finadium subscribers only)

Eight states join lawsuit to dismantle OLA

An overview and commentary on Barclays' Strategic Review – will it work? (Finadium subscribers only)

Comparing the recent SunGard/PRMIA survey to the conversation on liquidity vs. transparency

Fed report on MMF risk to banks has the right philosophy but potential bias in the model

A selection of quotes from comment letters to the FSB on Shadow Banking (Finadium subscribers only)

Dudley’s speech on how to fix wholesale funding floats some controversial ideas about tri-party

IMF's Singh publishes "The Changing Collateral Space" — we look at what he has to say

Is the Net Stable Funding Ratio on the way out?

Is it possible to avoid the FTT by using a different CSD?

Data on the value of the Leverage Ratio as the simplest, most straight-forward risk measurement tool

Global capital, local liquidity and the Basel Committee