derivatiViews | March 6, 2024 Time to Relook at the SLR Back in April 2020, at the height of the global pandemic, the Federal Reserve Board... Read more Time to Relook at the SLR Tags: Capital, Clearing, G-SIBs, Leverage Ratio, Risk and Capital, Trading Book Capital, US, US Treasury Securities Documents (0) for Time to Relook at the SLR
Capital | March 5, 2024 ISDA Submits Letter to US Agencies on SLR Reform On March 5, ISDA submitted a letter to the Board of Governors of the Federal... Read more ISDA Submits Letter to US Agencies on SLR Reform Tags: Leverage Ratio, US Treasury Securities Documents (1) for ISDA Submits Letter to US Agencies on SLR Reform ISDA Submits Letter to US Agencies on SLR Reform(pdf) will open in a new tab or window
The Swap | February 12, 2024 Episode 38: US Treasuries and Bank Balance Sheet Capacity Darrell Duffie, professor at the Stanford Graduate School of Business, has highlighted shrinking bank balance... Read more Episode 38: US Treasuries and Bank Balance Sheet Capacity Tags: Basel III, Clearing, Leverage Ratio, Risk and Capital, Securities and Exchange Commission (SEC), US, US Treasury Documents (0) for Episode 38: US Treasuries and Bank Balance Sheet Capacity
Risk & Capital | January 16, 2019 Joint Trades Response to BCBS Consultation on Leverage Ratio Treatment of Client Cleared Derivatives On January 16, ISDA, the Global Financial Markets Association (GFMA) and the Institute of International... Read more Joint Trades Response to BCBS Consultation on Leverage Ratio Treatment of Client Cleared Derivatives Tags: Clearing, Leverage Ratio Documents (1) for Joint Trades Response to BCBS Consultation on Leverage Ratio Treatment of Client Cleared Derivatives Leverage-ratio-treatment-of-client-cleared-derivatives(pdf) will open in a new tab or window
Capital | June 26, 2018 Joint Trades eSLR/TLAC Comment Letter Executive Summary The leverage ratio is a poor indicator of bank condition. The Proposal would... Read more Joint Trades eSLR/TLAC Comment Letter Tags: Leverage Ratio, US Public Policy Documents (1) for Joint Trades eSLR/TLAC Comment Letter Joint Trades eSLR and TLAC Comment Letter(pdf) will open in a new tab or window
Capital | March 20, 2017 CRD 5: Leverage Ratio – ISDA/AFME Position Paper Following the Capital Requirements Directive (CRD) 5 legislative package proposed by the European Commission (EC)... Read more CRD 5: Leverage Ratio – ISDA/AFME Position Paper Tags: Leverage Ratio, Risk Management Documents (1) for CRD 5: Leverage Ratio – ISDA/AFME Position Paper leverage-ratio(pdf) will open in a new tab or window
Capital | July 7, 2016 ISDA/GFMA/IIF/JFMC/TCH submit joint response on leverage ratio On July 6, 2016, ISDA, the Global Financial Markets Association (GFMA), the Institute of International... Read more ISDA/GFMA/IIF/JFMC/TCH submit joint response on leverage ratio Tags: Leverage Ratio Documents (1) for ISDA/GFMA/IIF/JFMC/TCH submit joint response on leverage ratio final-joint-trade-response-bcbs-lr2016(pdf) will open in a new tab or window