News and Notes

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

US regulators approve final risk retention rule for securitized products

BIS: The impact of liquidity regulation on banks (working paper)

NTT DATA and Lombard Risk partner on collateral management

ICAP announces further investment in ENSO LP

CPMI and IOSCO issue report on the recovery of financial market infrastructures

Brilliant comment from the Chicago Fed's McPartland on fantasy of CCP default procedures

Lombard Risk releases Colline V13

DTCC launches US T+2 working group

FSB: reissue of Key Attributes of Effective Resolution Regimes for Financial Institutions

FSB: Consultative Document: Recovery and Resolution Planning for Systemically Important Insurers – Guidance on Identification of Critical Functions and Critical Shared Services

DataLend Launches Target 50 Securities Finance Index

Morgan Stanley to join Eurex Clearing’s Securities Lending CCP

ICMA’s European Repo Council reports successful migration of the European bond markets to T+2

EquiLend Launches Securities Finance Trading Platform in Australia

Major Banks Agree to Sign ISDA Resolution Stay Protocol

European Commission accepts ABS as a Level 2B asset

Eurex: analysis of single pool margining for a fully hedged EUR IRS portfolio with EURIBOR and EUR fixed income futures

WSJ: FICC, CME and LCH.Clearnet all looking at repo CCPs

IMF: Risk Taking, Liquidity, and Shadow Banking

Frequently asked questions on the Basel III leverage ratio framework

WSJ/Reuters: banks work on corporate bond liquidity hub Neptune

SLT: OneChicago up 7%

Poland's KDPW_CCP launches negotiated securities lending system

OCC seclending activity up 16% year over year

MarketsMedia: Newedge to launch US tri-party repo platform

OCC and US Options Exchanges announce new risk controls

Bloomberg: RBS sells ABS, raises cash

CME Clearing selects globeSettle as collateral location venue

SocGen partners Accenture for new global broker-dealer outsourcing program

DTCC and Euroclear create collateral processing joint venture

Diamis’ CRISTAL selected by SGSS for managing liquidity in T2S

SIX Securities Services and Euroclear join forces for global fund services

UK Treasury consults on extending LIBOR powers to more financial benchmarks

Northern Trust Picks Deutsche Bank and Euroclear for Target2 Securities Strategy

Summary of Fed Reverse Repo Facility moves in September 2014

Clearstream further improves collateral management efficiency in line with Eurosystem changes

Citi: Europe's Eurobond market is shrinking

CME: portfolio margining available for Deliverable Swap Futures