BIS: Releasing bank buffers to cushion the crisis – a quantitative assessment

May 5, 2020

Balance sheets, bank capital, BIS, capital buffers

Banks globally entered the Covid-19 crisis with roughly US$ 5 trillion of capital above their Pillar 1 regulatory requirements. The amount of additional lending will depend on how hard banks’…

Basel Committee: The costs and benefits of bank capital – a review of the literature

June 25, 2019

Josh Galper

News and Notes

bank capital, Basel Committee

No Comments

In 2010, the Basel Committee on Banking Supervision published an assessment of the long-term economic impact (LEI) of stronger capital and liquidity requirements (BCBS (2010)). This paper considers this assessment…

New York Fed: the shifting drivers of global liquidity

July 2, 2017

Anna Reitman

News and Notes

bank capital, Federal Reserve Bank of New York

No Comments

The post-crisis period has seen a considerable shift in the composition and drivers of international bank lending and international bond issuance, the two main components of global liquidity. The sensitivity…

How important is balance sheet management in prime brokerage today? Look at compensation packages (Premium)

June 27, 2017

Richard Stinchfield

Basel III, Dodd-Frank, Hedge Funds, Prime Brokerage, Regulatory, US

bank capital, Leverage, Prime Brokerage, Regulatory, topstory

No Comments

In our survey of US prime brokers released today, we looked at the relationship between balance sheet optimization with hedge fund clients and employee compensation. We followed the thinking that…

Would brokers move back into prop trading without Dodd-Frank? (Premium)

January 25, 2017

Richard Stinchfield

Dodd-Frank, Hedge Funds, Regulatory, Securities Lending, US

bank capital, brokers, Proprietary Trading, topstory, US, Volcker Rule

No Comments

If changes to the Volcker Rule come to pass, what is the likelihood that brokers will dust off the prop desks and draw back trading talent that fled to the…

Do CCPs increase dealer capacity? Sometimes but not always (Premium)

October 5, 2016

Richard Stinchfield

CCP, Collateral Management, Derivatives, Market infrastructure, Repo, Securities Lending

bank capital, CCP, collateral, OTC derivatives, Repo, Securities Lending, topstory

No Comments

At a recent industry conference, one of the speakers offered the opinion that Central Counterparties (CCPs) increase dealer capacity. Like most broad statements it is generally true but we heard this…

Bad debt at European banks a blink test of capital rules and the resolve of governments (Premium)

July 28, 2016

Richard Stinchfield

Basel III, ECB, Europe, Regulatory, Systemic Risk

bank capital, Basel capital rules, ECB, Europe, GSIB, topstory

No Comments

Rising bad debt at European banks – particularly those in Portugal, Spain and Italy – has taken a prominent position in the spotlight in the wake of the Brexit vote. While…

The collateral consequences of Brexit (Premium)

June 24, 2016

Josh Galper

Collateral Management, Europe, Liquidity Management, Regulatory

bank capital, Brexit, collateral, ratings, topstory

No Comments

The UK’s historic vote to leave the European Union has sent shock waves throughout financial markets. On Friday, the pound started the day down 9%, share prices were down 16%…

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bank capital

BIS: Releasing bank buffers to cushion the crisis – a quantitative assessment

Basel Committee: The costs and benefits of bank capital – a review of the literature

New York Fed: the shifting drivers of global liquidity

How important is balance sheet management in prime brokerage today? Look at compensation packages (Premium)

Would brokers move back into prop trading without Dodd-Frank? (Premium)

Do CCPs increase dealer capacity? Sometimes but not always (Premium)

Bad debt at European banks a blink test of capital rules and the resolve of governments (Premium)

The collateral consequences of Brexit (Premium)

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