What will be the fate of risk assets if they are excluded from repo CCPs and tri-party fire sale solutions?
The CFTC and liquidity rules for DCOs: do they need committed repo facilities for their US Treasuries?
Why gross up exposures for fully collateralized transactions? The ICMA and ISLA respond to new Leverage Ratio proposals.
ICMA's 25th Repo Survey is released, showing market growth. But the really interesting part is about Italian banks and CCPs.
NY Fed Liberty Street Economics post on repo haircuts and fire sales: we think they may have missed some stuff
Webinar invitation: OTC derivatives end-users on clearing and collateral, Wed July 24 11:00 EST/16:00 GMT
Basel Committee consultation on the Leverage Ratio specifies treatment of collateral and securities finance transactions