Funding
EBA data reveals disparities in LCR deposit-bucketing
Regulatory arbitrage concerns surface over classification of non-operational deposits
UK banks shun short-term funding
Flighty sources of cash make up less than 4% of UK bank balance sheets
Greenwich Associates Publishes New TCA Study
FX Options in the Age of Uncleared Margin Rules
Systemic US banks’ overseas loans top $3trn
Citi leads large US dealers with almost $1trn of foreign claims
Non-systemic US banks shy away from short-term funding
Mid-sized non-G-Sibs have average STWF score of just 17.1%
Goldman Sachs leads US firms on non-bank assets
Non-bank assets of G-Sibs equivalent to 32% of total consolidated assets
US banks’ liquidity buffers thinnest among G-Sibs
Mean LCR of US banks hits 122.5% in Q1
US banks demand high rates for overnight loans
Most banks demand 25bp-plus spread over IOER to lend unsecured
How leading firms are preparing for the shift from Libor
Driven by declining liquidity in the unsecured interbank lending market, firms face a significant amount of planning in the lead up to 2021. Engrained in the very fabric of financial service providers, there is a warranted degree of uncertainty and…
Into the void: Europe’s new but hazy securitisation market
Regulatory vagueness reaches new heights as incomplete rules take effect
Foreign banks stockpile HQLA in US branches
Median FBO has 48% of total HQLA in branches, but only 31% of total assets
Foreign bank IHCs run more funding risk than US peers
More than 80% of foreign banks' short-term borrowings mature within 30 days
European and US G-Sibs' LCRs diverge in 2018
The average LCR at the 13 European and Swiss G-Sibs stood at 145% at end-December, 42 basis points higher than at end-2017
Schwab, Northern Trust’s funding risk rivals G-Sibs'
Two non-G-Sibs have high short-term wholesale funding scores under Method 2
US banks improve funding mix in 2018
Cash outflows with high run-off rates reduce over the year
Debt-issuance spree helps Lloyds hurdle MREL target
Total funds and eligible liabilities rose to £66.8 billion at the end of last year, up 23% from 2017
Rabobank shuns wholesale funding
Dutch lender has reduced wholesale liabilities by 29% since 2014
triCalculate and Jon Gregory discuss the current state of play for XVA
An excerpt from a discussion between triCalculate's co-CEO, Martin Engblom, and XVA (valuation adjustment) expert Jon Gregory in which they discuss the current state of play for XVA. Our experts provide professional insight on topics such as credit…
Morgan Stanley adds $57bn to liquidity pool
Diminished cash need in fourth quarter led to supersized reserve
Eyeing a better funding mix, Goldman gobbles up deposits
Diversified funding aids regulatory liquidity metrics
China sees slowdown in structured deposit volumes
Easing of restrictions on wealth management products tips market away from structured deposits
US banks pare reliance on unsecured funding
Average share of unsecured wholesale funding falls to 42% in a year