News and Notes

ICI: reform SIFI process in wake of FSOC decision on AIG

DataLend publishes The Purple Edition 3

SIX: SARON as the future CHF-alternative to LIBOR

ISDA: proposed moratoria under BRRD is step backwards in ending TBTF

ISDA sizes and explains the derivatives market

ICMA publishes pilot survey results for Asia-Pacific repo markets

OASIS investment strategies broadens services for cash, collateral and margin management needs of all FIs

ECB to publish new unsecured overnight interest rate

AcadiaSoft announces smooth integration of phase 2 firms into its margin hub

FSB and IMF report on progress with G20 data gaps initiative

ESMA publishes responses to CSDR internalized settlement reporting consultation

Fed announces beginning of tapering, balance sheet normalization

EBA launches consultation on significant risk transfer in securitization

EquiLend and Trax to launch interoperable front-to-back SFTR offering

ISDA says $1.41 trillion in collateral posted for cleared and non-cleared derivatives, down from $5.5 trillion in 2014

BIS explains central bank cryptocurrencies

DTCC-Euroclear and Lombard Risk in collateral management tie-up

Bloomberg: repo traders on edge from BNYM’s “monopoly”

ISDA makes recommendations for CCP recovery and resolution

MTS launches direct electronic D2C repo trading

Risk: national curbs hit budding pan-EU settlement market

LCH launches new model for buy side repo clearing

Bloomberg: IRS and CDS voice broking may stay under MiFID II but will get more pricey

DTCC advises banks on reducing FRTB-related risk capital charges

FT: US derivatives regulator warns EU over clearing plans

Lipper: ISLA’s securities lending recommendations for UCITS should be balanced with investor choice

Eurex Clearing and PGGM work together on CCP model for securities lending

Basel III stress test results published by the Basel Committee

Japanese broker uses AI for stock lending

EMMI publishes feedback summary on new euro repo benchmark

CDCC Introduces Direct Clearing for Canadian Buy Side Firms

Eris patents OTC swap-like IR future that calculates collateral interest in daily VM

Fed Vice Chairman Stanley Fischer resigns

ECB standards for triparty agents in Eurosystem credit operations

SIFMA voices supports for T+2 start in US

Saxo Bank: cherry-picking financials for better returns than US treasuries

Fed research: how have banks been managing the composition of HQLA?

SFI research: the euro interbank repo market

Fed adopts final rule for GSIBs to amend QFCs in case of unwinding

OCC securities lending CCP activity up 25% in August

UBS analysts speculate on a LSEG takeover of Euroclear

Risk: Goldman and Federated first to clear MMF repo trades

ISLA releases securities lending market report

SIFMA releases annual repo market fact sheet

Barron’s: Interactive Brokers plans low cost, high tech push for securities lending

Yellen at Jackson Hole: regulatory framework changes should be “modest and preserve” bank and dealer resilience

Fed Reserve Board consults on three new reference rates for ON repo

FE: India’s central bank in talks to set new repo transaction-based benchmark

EC releases post-trade barrier report, issues consultation

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