Liquidity
HFT adds value to the forex market, says Bank of England
The effects of high-frequency trading activity should continue to be monitored, but the practice adds value to the forex market, argues a senior Bank of England official
Hong Kong regulator to allow foreign currency liquid assets to make up LCR shortfall
HKMA backs foreign currency option for local banks struggling to meet Basel III’s liquidity coverage ratio
Basel III takes a bite out of aircraft and shipping finance
On the scrapheap
Profile: NYU’s Robert Engle on volatility, liquidity and systemic risk
An Arch economist
Stress test struggle: separating liquidity and market risks
Stress test struggle
UBS: Sef aggregation 1.0
Pin money
Isda AGM: Margin regime ups liquidity risk, buy-side firms warned
Collateral demands will be pro-cyclical - rising as markets become stressed - and will be generated by uncleared as well as cleared trades, DE Shaw treasurer tells Isda conference
Insurers stress liquidity and lapse risk amid concern over interest rate spike
When surrender is an option
New regulations could cause $7 trillion "collateral shock"
Trio of rules - on liquidity, clearing and margin for uncleared trades - will hoover up vast amounts of collateral, market participants fear
Ever heard of the WGMR?
Working Group on Margining Requirements is keeping a low profile
US dealers breathe easier as global uncleared margin rules take shape
The extraterritorial scope of US margin rules would have left US banks’ overseas swaps business in tatters, but an international working group looks set to deliver a reprieve by endorsing similar rules
Liquidation cost: why mark-to-market values are wrong
The cost of liquidation
New CFTC block trade proposals spark row over 67% threshold
Attack the block
A regulatory Catch-22: bail-in plans collide with Basel's NSFR
The funding squeeze
Liquidity swap activity will be driven by bank funding needs, say bankers
Banks’ long-term funding needs will drive demand for liquidity swaps with insurers
Guidance on central bank risk management is needed, says BoE’s Fisher
The Bank for International Settlements should provide guidance on best practice for central bank risk management, says the Bank of England’s Paul Fisher
Basel III commitment in question, says ex-committee member
The ongoing crisis in Europe is casting doubt over Basel III framework, says a former Basel Committee member
Risk awards video: What are the biggest challenges for 2012?
New regulation and the ongoing sovereign debt crisis in the eurozone are named as the key challenges for 2012 by the winners of this year’s Risk awards
Belgian private banks shy away from structured products
Extracting value from high-net-worth investors became a priority for Belgian banks in response to the Financial Services and Markets Authority's moratorium, but as mounting regulatory pressure spooks investors, private banks are bringing their structured…
Early adoption of Basel III across Asia causes tech headaches for bank risk managers
Strong balance sheets mean Asian banks are well placed to meet Basel III increased capital requirements but the disparate state of the regional regulatory framework means the technological challenges of meeting the rules could be significant