RWAs and the new repo formulas in the US Basel III Endgame Notice of Proposed Rulemaking

US regulators proposed their finalization of Basel III rules (the Basel III Endgame Notice of Proposed Rulemaking, or NPR) on July 27, 2023, with an unexpected mix of new calculations and requirements. In this article, we look at the mechanics of the formulas for calculating repo exposure, the standardization of risk weights and the resulting potential impacts on bank repo desks from the changes.
This content requires a Finadium subscription. Articles with an unlocked symbol can be accessed with free registration. Log in or create a free account by signing up here..

Related Posts

Previous Post
LRH wins Barclays RepoHack by combining CDM with SFTR reports
Next Post
UBS goes live with next phase of Broadridge’s DLR rollout

Fill out this field
Fill out this field
Please enter a valid email address.


Reset password

Create an account