News and Notes

JPM: sovereign bond shortages expected to grow

OCC seclending volume up 25% in Dec 2014 year over year

IOSCO and CPMI: Principles for financial market infrastructures

FDIC Issues Guidance for the Resolution Plans of Large Banks

Pirum RQV automation hits US$130 billion milestone

US Agencies Announce Rules to Reflect ISDA Protocol in Regulatory Capital and Liquidity Coverage Ratio Rules

Basel Committee: Criteria for identifying simple, transparent and comparable securitisations

Basel Committee: Net Stable Funding Ratio disclosure standards – consultative document

Fed Reverse Repo goes from 10bps to 5 bps

Broadridge Enhances Collateral Management Offering Through Partnership with AcadiaSoft

Federal Reserve Board proposes rule to further strengthen the capital positions of the largest, most systemically important U.S. bank holding companies

Reuters: Asia unresolved on Too Big to Fail banks

Euroclear provides UniCredit access to Eurosystem liquidity

SWIFT survey finds only 39% of banks confirm payments in real-time

Intercontinental Exchange and Eris Exchange Announce Global Swap Futures Licensing Agreement

Clearstream and BNP Paribas Securities Services team up for TARGET2-Securities

OCC securities lending average daily volume continues gains while transactions decline

ESMA clarifies the role of depositaries under UCITS V

Financial News: LSE's CSD expects regulatory approval by Christmas

Financial News: LSE’s CSD expects regulatory approval by Christmas

Bank of England primer on bank funding costs

Fed Reverse Repo Facility moves to 10 bps

ISDA Launches Principles on CCP Recovery

IFR: Funding ratio rule sparks repo clearing call

CloudMargin and Fund Recs Partner to Offer Integrated Cloud Based Collateral Management and Reconciliations

Genpact and Lombard Risk Launch New Collateral Management Solution for Capital Markets

ICAP Information Services launches ICAP Equity Derivatives premium pricing service

BNY Mellon Establishes Innovation Center in Silicon Valley

Reuters: ECB trains its sights on banks' in-house risk models

IOSCO Consults on Post-Trade Transparency in the Credit Default Swaps Market

Fed moves Reverse Repo Facility rate to 7 bps

Federal Reserve accepts counterparty applications for the Reverse Repo Facility

ESMA consults on revised EMIR standards on the reporting to trade repositories

FSB consults on proposal for a common international standard on Total Loss-Absorbing Capacity (TLAC) for global systemic banks

Clearstream: Liquidity Alliance will provide worldwide collateral access to T2S

FSB publishes its eighth progress report on implementation of OTC derivatives market reforms

FSB publishes annual G-SIFI and G-SII lists

Clearstream and Standard Chartered Bank implement their collateral management offering for Singaporean collateral

Bank of England gives select broker-dealers and CCPs access to Sterling Monetary Framework

Finadium's Big Ideas Quarterly Q4 2014 now online

BNY Mellon/Insurance Risk survey shows insurers uncertain they have enough HQLA

Standard Chartered on Euroclear's Collateral Highway

OCC securities lending CCP up 10% over Oct 2013

UK Financial Policy Committee review of the Leverage Ratio

Risk: should collateral posters pay interest in a negative rate environment?

CSDR Mandatory Buy-ins and the treatment of SFTs: An ICMA-ERC Briefing Note

IOSCO Updates Information Repository for Central Clearing Requirements for OTC Derivatives

Fed updates Reverse Repo Facility Rates

IntegriDATA Announces Major Upgrade to Collateral Management System

ISLA responds to Central Bank of Ireland and issues ALD best practices