Federal Reserve finalizes rule adding certain investment grade general obligation state and local municipal bonds to types of assets big banks may hold to meet liquidity needs during time of financial stress
Measuring the impact of LCR and other liquidity regulation on banks – a new study by the Bank of England
BCBS, IOSCO and IAIS release joint report on risk management. They address collateral shortages and illiquid margin.
The Fed releases proposed rules on using Muni bonds for LCR requirements. But the devil is in the details.
Part II: The Fed releases rules on capital for GSIBs, includes extra requirements for securities financing trades
Part I: The Fed releases rules on capital for GSIBs, includes extra requirements for securities financing trades
Corporates: how to invest their cash? Is non-intermediated access to centrally cleared tri-party repo coming?
WSJ writes about increase in bank UST positions being a Volcker Rule dodge. We wonder if it might be about LCR compliance?