Capital / Liquidity

Securities / Derivatives

WFE Highlights Challenges of Measuring CCP Margin Procyclicality

By Editors | 20/05/2023

The significant uncertainty in measurements means procyclicality mitigation tools can be miscalibrated, inefficient, or detrimental.

Capital / Liquidity

US Banks Rethink Social Media Strategy Following Recent Collapses

By Mark Johnston | 18/05/2023

US banks are working on updating their emergency response and risk capabilities, along with business continuity plans, to tackle the social media threat.

Capital / Liquidity

US SEC Proposes Measures to Enhance Clearing House Resilience

By Mark Johnston | 18/05/2023

The proposal would require clearinghouses to monitor margin exposures more closely and make intraday margin calls as frequently as needed.

Capital / Liquidity

APRA Finalises New Resolution Planning Standard & Guidance

By Editors | 18/05/2023

CPS 900 will formally come into effect from 1 January 2024, but individual entities would only be subject to the requirements when notified by APRA.

Capital / Liquidity

Swiss Parliamentary Commission to Investigate Credit Suisse Deal

By Editors | 18/05/2023

The investigation’s exact mandate and the membership of the commission will be decided in legislative sessions which begin on 30 May.

Capital / Liquidity

CDS Payments Not Triggered by Credit Suisse Bond Wipe-out

By Editors | 18/05/2023

The EMEA Credit Derivatives Determination Committee was asked to rule on whether the Credit Suisse takeover should trigger insurance payouts on bonds.

Capital / Liquidity

FDIC Ordered to Return Tax Refund Cheques to SVB Financial

By Editors | 18/05/2023

The court ruled that the FDIC has no authority to intercept tax refund checks clearly written out to “SVB Financial”, the bankrupt former parent of Silicon Valley Bank.

Capital / Liquidity

Fed Plans to Toughen Capital, Liquidity Rules for Banks

By Manesh Samtani | 18/05/2023

Fed, FDIC and OCC officials as well as former executives from failed banks testified before lawmakers this week.

Capital / Liquidity

China’s Proposed Capital Rules to Align with Final Basel III

By Vivian Xue | 17/05/2023

Vivian Xue and Grace Wu at Fitch Ratings estimate the four Chinese G-SIBs will need to issue at least CNY 1.3 trillion in capital instruments by January 2025.