IOSCO publishes final recommendations on managing liquidity of collective investment schemes
Liquidity
Walking the tightrope between liquidity risk and profitability
Demanding liquidity measures, imposed as a result of the 2007-9 global financial crisis, are a big burden on bank profits. However, there are ways in which banks can reduce their impact. By Mudit Goel of CRISIL Global Research & Analytics.
Basel Committee member jurisdictions found to be mainly LCR compliant
The Basel Committee found that member jurisdictions are mainly compliant with the liquidity coverage ratio with outstanding deviations deemed largely immaterial
NSFR “could threaten US bank lending”
The net stable funding ratio could restrain US bank lending as the US Federal Reserve attempts to normalise monetary policy says a blog post on the Clearing House website.
Associations warn over looming NSFR divergence
Associations voice concerns over differing interpretations of the net stable funding ratio by the US and EU regulators.
Switzerland to implement Basel liquidity ratios from 2018
Switzerland is to implement the net stable funding ratio from 2018 and consult on the liquidity coverage ratio for small banks
US banks need more capital says FDIC vice chairman
Banks need to hold more capital as US interest rate cycle turns upwards says Thomas Hoenig.
CFTC executive frustrated over liquidity drain
Commodity Futures Trading Commission frets over falling liquidity levels in key US markets.
ECB and Bundesbank differ over high-frequency traders
Two central banks have released reports on high-frequency trading taking differing stances on the issue demonstrating the challenges of properly regulating the activity.
US money market fund rule changes hit borrowing costs
Changes in US regulations for money market funds are creating unintended consequences by driving up dollar costs for banks, for the real economy and even in the huge derivatives complex. Meanwhile, European regulators are carefully monitoring US moves to help inform their own reforms.
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