Ten years of Agency Lending Disclosure – how ALD prepped the industry for post crisis regulation (Premium)
US agencies reject seven banks on living wills – what actually happened with BNYM and State Street? (Premium)
Inter-clearer FICC tri-party trading at DTCC will come to an end in July, 2016. Did the Fed just get impatient?
The Systemic Risk Council publishes an interactive tool for looking at bank stats. We especially like “Short Term Noncore Funding as a Percent of Total Assets”.
The Fed publishes “Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations”, a look at the RRP program objectives and risks, Part II
The Fed publishes “Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations”, a look at the RRP program objectives and risks, Part I
Office of Financial Research (OFR) on large US banks and systemic risk: what indicators are they looking at?
Part I: The Fed releases rules on capital for GSIBs, includes extra requirements for securities financing trades
Fed releases request for public comment on regulating GE Capital. These rules will keep GECC busy for a while.
The Harvard Law School Forum article "Nationalize the Clearinghouses" — the author may have jumped the gun
Zoltan Pozsar's new paper “Shadow Banking: The Money View”: some very interesting ideas on how to use the Fed's reverse repo program
The Liberty Street Economics Blog takes a look at the funding crisis of 1763. Is it déjà vu all over again?
Tuesday news roundup: modeling risk assets, illiquid collateral, EU money markets and CCP transparency
The CFTC and liquidity rules for DCOs: do they need committed repo facilities for their US Treasuries?
Tuesday news roundup: SunGard+Pirum; the mechanics of a US default, mutual funds cry foul at US Office of Financial Research
BIS paper on regulatory simplicity is well worth the read; hopefully this is a shape of things to come