Repo
DTCC’s $74 billion liquidity charge riles members
Some firms may stop clearing US Treasury trades if the CCLF is implemented
Scrap the gold plate: Mnuchin goes global on bank rules
Treasury converges to international standards, but leverage ratio exception may delay Basel deal
US Treasury’s leverage fix tipped to boost repo market
US Treasury plan to exempt US government bond exposures expected to help struggling market
LCH set to launch repo client clearing service
Project will allow buy-side firms to access CCP through sponsor banks in coming months
Swaps market’s health seen as resting on sickly repo
Isda AGM: Panellists warn repo market is risky way to fund swaps margin
OFR leads US push for mandatory adoption of LEIs
Berner says his bureau could use repo-reporting project to drive uptake of legal entity identifiers
Treasury: SLR 'reducing stability' in US repo markets
Treasury study found leverage ratio is making bank repo funding “fragile”
Buy-siders weigh virtues of P2P repo
Tradition's platform is attracting interest, but obstacles remain to peer-to-peer repo
Review of 2016: turn and face the strange
Post-crisis reform has caused upheaval, but gave recent years a sense of direction; in 2016, that was missing
Doom loop reloaded: CRR II goes soft on sovereign debt
EC dilution of Basel liquidity and market risk rules could create new regulatory arbitrage
Relief for EU money market funds on liquidity buffers
Final compromise regulation not expected to trigger large fund reallocations
Losing the match: EU repo rules spark reporting fears
Repositories battling to improve matching rates for Emir trade reporting as SFTR looms
Fed adviser defends US Libor alternatives
Risk USA: GC repo and OBFR are still viable reference rates, says David Bowman
A map of collateral uses and flows
This paper provides insights into the increased demand for collateral, the reduced capacity for banks to act as collateral intermediaries and examples of risks and vulnerabilities in collateral flows.
Repo markets left guessing by new EU reporting rules
Record-keeping obligations of SFTR already in force, but no guidance on data fields
Gap risk KVA and repo pricing
Wujiang Lou introduces a reserve capital approach to the hedging error in the BSM model
Reserving judgement: the BoE’s divisive leverage ratio plan
Central bank reserves exemption may squeeze interbank liquidity, raise capital requirements
How banks weathered the money market storm
Bank funding desks tapped standalone accounts and offshore investors for cash as prime funds slumped
Repo traders brace for wild quarter-end
Overnight repo rate expected to widen dramatically on Friday
UK repo decline sparks NSFR tussle in Europe
BoE and EC concerned about repo liquidity, but Basel Committee unlikely to budge
Can US money funds rely on French banks for repo liquidity?
Foreign dealers may be here today, gone tomorrow
L’exception française: why French banks dominate US repo trading
French banks are exploiting a quirk in the leverage ratio rules to expand repo trading
DTCC’s Murray Pozmanter on repo clearing and HFT
Buy-side clearing a top priority following suspension of interbank GCF repo
LCH nixes US repo clearing, Weisbrod departs
David Weisbrod, CEO of LCH’s US businesses, left the company last month