News and Notes

Benzinga and Tidal Markets announce launch of a securities lending volatility indicator

Bank of England SecLending Committee considers market impact of CSDR

Basel Committee completes review of Principles for sound liquidity risk management and supervision

BofE Securities Lending Committee discussion on technology – September 2018

World Federation of Exchanges responses to Basel Committee’s Leverage Ratio Consultation

IHS Markit and AcadiaSoft to Deliver Integrated Solution Suite for Initial Margin Management

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TriOptima Launches triCalculate IM Analytics Tool for Initial Margin Compliance

ISLA clarifies SFTR launch date of Q2 2020

ICMA: End of 2018 European repo market relatively uneventful

BIS publishes Minimum capital requirements for market risk

OCC Launches Renaissance Initiative to Modernize Technology Infrastructure

The Hill: Cyberattack on Treasury bonds could be the missing ingredient for next economic crisis

BIS: On money, debt, trust and central banking

TriOptima Sets New triReduce Record: $250 Trillion Gross Notional Value Compressed at LCH SwapClear During 2018

Charles River and AcadiaSoft team up for margin call automation

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BoE Consultation Paper: Credit risk mitigation: Eligibility of financial collateral

ISLA: European Council extends scrutiny period for SFTR

DTCC to provide derivatives trade reporting in Switzerland

Fed blog: Coming to Terms with Operational Risk

ETF.com: Get Ready For Zero Fee ETFs

DataLend: Securities Finance Industry Generated $9.96 Billion in Revenue in 2018

OCC seclending CCP activity up 3.9% in Dec 2018 year over year

US GCF Repo(R) rate hits 5.149% on last day of 2018; tri-party and SOFR up

American Financial Exchange (AFX) celebrates third year anniversary with milestones in membership, volume and new products

ESMA releases consultation paper on CSDR settlement fails reporting

ICMA ERCC publishes revisions to the Guide to Best Practice in the European Repo Market

ECB working paper: Re-use of collateral: leverage, volatility, and welfare

Working group on euro risk-free rates seeks market feedback on transition from EONIA to ESTER and ESTER-based term structure methodologies

BIS: A key currency view of global imbalances

ISDA Publishes Final Results of Benchmark Fallbacks Consultation

Eurex Clearing expands distribution to clients of U.S. clearing members

ARRC says $32 billion in SOFR-linked bond issuance to date, SOFR futures on the rise

US FSOC annual report recommends focus on transitioning off LIBOR and monitoring leveraged loan risk

European Commission adopts conditional equivalence for CCPs and CSDs post-Brexit

BME Clearing clears its first repo trades executed on BrokerTec

LIBOR replacement: FINMA publishes guidance

Bank of England consultations on resolvability assessment framework

GFMA and ICMA recommend recalibrations and carve-outs in global SFT regulation

BIS: The geography of dollar funding on non-US banks

BIS: Clearing risks in OTC derivatives markets: the CCP-bank nexus

ECB to end Asset Purchase Program in 2018

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Basel Committee seeks to reduce window dressing in the Leverage Ratio

Euroclear: Asset Managers making securities lending mainstream

European Commission adopts SFTR rules

BNYM purchases Trading Apps’ agency lending IT and IP

One of JPM’s EquiLend ownership positions sold to NBC

WSJ: Investors sell short $10 Billion of bond ETFs