LCR

ECB working paper: LCR increases demand for central bank reserves

Wells Fargo’s Jennifer Imler on funding and liquidity markets during COVID-19 (Premium)

ECB Banking Supervision provides temporary capital and operational relief in reaction to coronavirus

Europe’s securitization markets adapt to risk transfer and balance sheet requirements (Premium)

Risk: ECB exposes LCR window-dressing

ECB paper: Does liquidity regulation impede the liquidity profile of collateral?

How the Basel change on settled-to-market will impact balance sheets (Premium)

Basel Committee reduces advantages of “settled-to-market” derivatives

Fed’s Quarles on liquidity regulation and size of balance sheet

A Proposal for Smart Regulation in European SFT Markets

Fed’s Quarles outlines direction of post-crisis regulation

Success stories this week in securities finance (Premium)

Fed research: how have banks been managing the composition of HQLA?

Bank of England’s Sam Woods on regulatory arbitrage and off-balance sheet leverage

Basel Committee report card on LCR in China, EU, and US

EBA sees considerable improvement in the average LCR across EU banks

Federal Reserve requires disclosure of LCR metrics

How much regional disparity is there really in Basel III adoption? (Premium)

The Leverage Ratio is working – can regulators relax? (Premium)

Fed notes that LCR could seriously disrupt bank lending and policy transmission (Premium)

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

Bank collateral managers talk transfer pricing and the central collateral funding desk (Premium)

LCR, NSFR, HQLA? The technical reasons for why that FT article was off base

The FT suggests that collateral transformations amount to regulatory arbitrage

Federal Reserve proposes rule on LCR disclosures

Mind the gap: building evergreen style portfolios throughout the operational value chain

Nobody wants your cash

Basel Committee: big banks on track for LCR requirements

Two solutions to the Hot Cash / operational deposits problem (Premium Content)

Measuring the impact of LCR and other liquidity regulation on banks – a new study by the Bank of England

US Office of Financial Research takes a closer look at funding shocks

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.

Who will close the gap between short-term securities loans and the LCR? (Premium Content)

Widespread media coverage of end of quarter UST repo rate hikes, but this is the new normal

Managing LCR turns out to be hard for banks

A new LCR-compliant basket for European repo trading

Debevoise & Plimpton publishes a guide to NSFR — providing some clarity to a confusing topic

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?

European Commission accepts ABS as a Level 2B asset

What should be part of the LCR buffer: risk managers say no to covered bonds

Updates to the LCR rules: some winners, some losers

WSJ writes about increase in bank UST positions being a Volcker Rule dodge. We wonder if it might be about LCR compliance?

The NY Fed on funding of risky assets in tri-party: WAMs have moved longer

WSJ article on leveraging CLOs — haven't we seen this movie before?

Highlights from comment letters on the Net Stable Funding Ratio (Finadium subscribers only)

Hedge funds not getting much love from LCR or NSFR

What will be the gating factor in sec finance, the LCR or the Leverage Ratio?