Regulatory

We review the US regulatory capital rule on excluding US Treasuries and central bank deposits from the Supplementary Leverage Ratio (Premium)

Will Basel IV’s complexity mean the end of internal market models? (Premium)

Worried about negative US interest rates? Get smart on yield curve control (Premium)

The Fed’s regulatory wish list: modifying Dodd-Frank’s Collins Amendment (Premium)

ECB collateral adjustments help, but the EU must still take big moves on bank balance sheets (Premium)

Client Webinar April 29: The Macro Environment, COVID-19 and Office Hours

The steepening slope of financial deregulation (Premium)

A primer on Modern Monetary Theory for securities finance and collateral (Premium)

Analysis of the Fed’s decision to exempt US Treasuries from the Supplementary Leverage Ratio

Forecasting a great central bank debt eradication program

The Euro project is also under attack from COVID-19 (Premium)

What’s illiquid? Tracking the credit crunch impact on money market funds

Closing exchanges, short selling bans and circuit breakers: what works and why (Premium)

Decoding the ECB’s policy moves to combat coronavirus impacts (Premium)

Federal Reserve cuts rates and six central banks thunder in with dollar liquidity

Central banks can’t solve the coronavirus but are succeeding in a key area

Central banks and the danger of a lasting global recession from the coronavirus (Premium)

Review of proposals to prevent CSDR’s mandatory buy-in regime from damaging liquidity (Premium)

Central banks consider new growth tools amid coronavirus worries

“Transparency and accountability”: will Fed Governor Randal Quarles’ proposals lead to efficiency or a lack of supervision? (Premium)

The door opens for an SA-CCR in securities finance

SFTR final rules come into focus: a conversation with UnaVista’s Catherine Talks

Why we’re here: an argument for capital markets

Assessing the importance of GSIB scores on year end financial stability

Are US negative interest rates even possible?

CSDR buy-in rules and possible lessons from US Rule 204T (Premium)

US adoption of SA-CCR means easing for derivatives clearers and incremental liquidity for big banks

The future of global regulatory agencies in an era of fragmentation

UMR for the buy-side: shaking up a pledgor’s world and unbundling triparty (Premium)

US Standing Repo Facility versus SOMA battle heats up (Premium)

The Fed and the ECB are getting backed into a corner on digital currencies (Premium)

Rates & Repo 2019: what the buy-side needs to know about UMR

Regtech: when AI watches you, what will the regulator see?

FISL Europe: securities lending deeply divided between optimism and pessimism

FISL Europe: SFTR is the Brexit of securities finance tech

SFTR peer update: where does your firm stand in getting ready?

It’s the Fed vs. The Clearing House on US real-time payments (Premium)

Finadium Big Ideas Quarterly Q3 2019 now online

Review of responses to ESMA consultation on SFTR reporting

LIBOR to SOFR: what will make the swaps market transition?

Winners and losers from the Basel Committee’s Leverage Ratio changes on margin and window-dressing

What’s next as the SEC addresses more unfinished Dodd-Frank business (Premium)

Fintech trends with implications for securities finance and collateral (Premium)

The Powell Put: pros and cons to the Fed’s intervention to sustain the US expansion

Is there any value in uncleared margin rules for phase 5 market participants?

We review ESMA’s consultation on SFTR reporting (Premium)

Time for an SA-CCR in securities finance

Finadium: The US SA-CCR, Derivatives and Securities Finance Competition

Getting it right on delegated reporting in SFTR

SFM Magazine, Spring 2019, is now online