News and Notes

US Office of the Comptroller of the Currency says US banks may need $644 billion for new swaps rules

FSOC designates MetLife as nonbank systematically important; MetLife objects strenuously

Shanghai Clearing House and CME sign MOU for new product development

US regulators seek comment on swap margin requirements

US regulators finalize LCR and Supplementary Leverage Ratio

DTCC Subsidiaries Assigned Moody's Highest Issuer Ratings

OCC: seclending transactions down, average dollar volumes way up

InteDelta: Non-centrally cleared OTC derivatives margin survey results

Industry concerned over costs of equity swaps under Basel III

Bloomberg: Eurozone overnight rates fall, go negative

BM&FBOVESPA Clearinghouse starts operating

ICMA: Covered bond pool transparency: the next stage for investors

ISDA letter to BCBS/IOSCO on timing issues for margin rules for uncleared derivatives

ESMA publishes an opinion on the application of guidelines on Money Market Funds

ISDA: Briefing Note for Member States of the European Union on implementation of Article 77(1) (Protection for financial collateral, set-off and netting agreements)

IFR: EU Commission plans to ease Solvency II charges

ISDA: Dispelling Myths: End-User Activity in OTC Derivatives

Financial News: Euroclear and Clearstream deal on collateral breaks down

The End of Span?

IOSCO creates public information repository for central clearing requirements

ESMA adds CME Clearing Europe Ltd to list of registered CCPs under EMIR

ISDA responds to MiFID II on liquidity definition

WSJ: Goldman shedding less profitable clients

OCC seclending down 14% year over year

DTCC and banks launch client data and documentation utility

TMX Group clearing entities recognized as Qualifying CCPs

Swift: Intraday liquidity reporting – The case for a pragmatic industry solution

Deutsche Bank partners with Clearstream and Euroclear to bolster client collateral capabilities under T2S and beyond

CloudMargin announces client win

Omgeo partners with LSE's Unavista on matching of synthetic equity swaps

ESMA consults on counterparty risk calculation methods for UCITS subject to central clearing

Clearstream and Deutsche Bank partner on collateral management

HKMA and Hong Kong SFC on reporting for OTC derivatives

ECB: collateral eligibility and availability

@boes_: Citi repo assets down 5% in Q2

@TracyAlloway: Goldman repo down 25% in Q2

Bank of England consultation paper on the Leverage Ratio

Risk: Questions remain over US CCP liquidity rules

Eurex: How central counterparties strengthen the safety and integrity of financial markets

SFT: OneChicago's year-over-year volume skyrockets

Clearstream study sees EUR 40 billion for banks in collateral chain

OCC seclending down 17% from June 2013 (but average daily loan volumes are up 4X from 2012)

ESMA publishes draft RTS on CRA3 transparency requirements

Amherst Securities and Pierpont Securities merge

GFT Group Buys Rule Financial

ICMA and Rule Financial launch T2S study

Global Investor/ISF: Industry ‘lacks influence’ over regulators

LCH.Clearnet’s €GCPlus Tri-Party Repo Market service clears first transactions

RiskBooks: HSBC Reserve Management Trends 2014

Reuters: Chinese investors push "pledged" repo rates sky high to bet on IPOS