Regulatory

Climate Risk Accounting

Fed and ECB balance sheets of 15 trillion? Entirely possible by 2025 (Premium)

Video: Stanford’s Darrell Duffie and Finadium’s Josh Galper discuss central clearing for US Treasuries (Premium)

Does regulatory data collection negatively impact market activity? (Premium)

Momentum builds on climate risk stress tests

Trying to tie SFTR data back to existing market sources (Premium)

What the Financial Stability Board is saying about non-bank financial intermediation (Premium)

If everyone is dodging responsibility for March’s Treasury market volatility, then what caused it?

Our roadmap for the US Office of Financial Research in a Biden administration (Premium)

Finadium: US Repo Participants on Market Conditions and Prospects for 2021

Early hints of what a Biden presidency means for US capital markets

A crypto prime broker appears in hedge fund SEC fillings (Premium)

What’s new in the US NSFR final rule (Premium)

SFTR’s inclusion of buy-side data brings new trends and questions (Premium)

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

Where’s the technology for AML oversight? (Premium)

The numbers on excess reserves at the Fed

In US repo, an end of year print at 27 bps means uncertainty is afoot (Premium)

SFTR experts on data quality and preparing for buy-side go-live (Premium)

ECB helps bank Leverage Ratios but doesn’t address the bigger Basel challenge (Premium)

Finadium goes live with SFTR database, adds OFR repo to Repo Analytics tool

EIB’s Eila Kreivi on the EU’s COVID-19 fundraise and its implications for ESG

The bombshell CFTC report on asset repricing based on climate change risk (Premium)

Legal experts flag regulatory divergence in capital requirements, data, sustainable finance (Premium)

Finadium, Eurex and Natixis to host webinar on UMR and securities finance on 6 October

The Fed’s new monetary policy plan has big impacts for securities lending (Premium)

Reader feedback on our report, “Leverage Ratios, SA-CCRs and Securities Finance” (Premium)

As 30 year Treasury yields rise, the options are intervention or market stress (Premium)

Assessing the benefits of loosening Dodd-Frank’s Collins Amendment (Premium)

The UK’s CRD V proposal: does it stick to the EU plan? (Premium)

An argument to encourage other currencies to gain prominence over the US dollar

A renewed focus on hedge fund risk in US Treasury repo, options and the basis trade (Premium)

Fed nominee Shelton backs the gold standard – there are good reasons why we aren’t on it (Premium)

Singapore’s Variable Capital Company plan is a tax play worth watching (Premium)

“People are policy”: Quarles and Brainard at the Federal Reserve (Premium)

Working through the practicalities of the UK decision to cancel CSDR’s settlement discipline regime (Premium)

SFTR readiness: COVID crisis boosts electronic trading, but data pipes need work

We review the US regulatory capital rule on excluding US Treasuries and central bank deposits from the Supplementary Leverage Ratio (Premium)

Will Basel IV’s complexity mean the end of internal market models? (Premium)

Worried about negative US interest rates? Get smart on yield curve control (Premium)

The Fed’s regulatory wish list: modifying Dodd-Frank’s Collins Amendment (Premium)

ECB collateral adjustments help, but the EU must still take big moves on bank balance sheets (Premium)

Client Webinar April 29: The Macro Environment, COVID-19 and Office Hours

The steepening slope of financial deregulation (Premium)

A primer on Modern Monetary Theory for securities finance and collateral (Premium)

Analysis of the Fed’s decision to exempt US Treasuries from the Supplementary Leverage Ratio

Forecasting a great central bank debt eradication program

The Euro project is also under attack from COVID-19 (Premium)

What’s illiquid? Tracking the credit crunch impact on money market funds

Closing exchanges, short selling bans and circuit breakers: what works and why (Premium)