Measuring the impact of LCR and other liquidity regulation on banks – a new study by the Bank of England
What we learned at our Clearing and Market Infrastructure for Repo, Funding and Liquidity event (Premium Content)
The Systemic Risk Council publishes an interactive tool for looking at bank stats. We especially like “Short Term Noncore Funding as a Percent of Total Assets”.
The FDIC rejects living wills from the U.S. units of BNP, HSBC and RBS. The Fed was not very happy either.
Monday regulatory roundup: asset managers as SIFIs; CCP stress tests; two from the Bank of England (Premium Content)
SEC Chair Mary Jo White on seclending transparency for asset managers, and our recommendations on specifics
Part II: The Fed releases rules on capital for GSIBs, includes extra requirements for securities financing trades
Part I: The Fed releases rules on capital for GSIBs, includes extra requirements for securities financing trades
Fed releases request for public comment on regulating GE Capital. These rules will keep GECC busy for a while.
Wednesday news roundup: corporate bond liquidity; the leverage ratio; asset managers and capital requirements (Premium Content)
Fed's Potter outlines how they will raise rates….using higher IOER as a magnet. We think RRP is a better tool.
Thursday news roundup: defining liquidity, Moody’s, seclending CCPs, non-bank financial credit providers