Repo
EBF to update European master agreement
Derivatives and repo docs to be amended in light of new regulations, giving users an EU law option post-Brexit
Swaps data: forex options – candidate for a clearing mandate?
Volume stats reveal a large vanilla market and much smaller trade in barriers
Deal of the year: HSBC
Risk Awards 2018: How a $2bn repo helped solve Egypt's currency crisis
Oil & products house of the year, Asia: BOCI
Energy Risk Asia Awards, 2017: Established client base and strong product offering give Chinese bank edge in domestic oil markets
SEC approves DTCC’s $74bn liquidity facility
Proposal faced opposition from smaller broker-dealer members of US Treasuries CCP
DTCC’s Bodson on blockchain, SDRs and repo clearing
Risk30: swap data reporting will move to a distributed ledger platform in early 2018
Fed’s Powell on Libor reform, repo and clearing
Risk30: Market doesn’t need to “clear all US dollars in US and all euros in eurozone” says next Fed chair
LCH braces for repo clearing relocation
UK clearing house aims to retain swaps clearing even if sovereign repo business relocates to the eurozone
London likely to lose all euro repo clearing business
Fear of post-Brexit curbs on clearing and netting concerns propel shift to eurozone
NSFR consultation: industry awaits derivatives fix
Possible fixes under consultation don’t go far enough, say banks
Totem extends pricing data to 10-year repos
IHS Markit service set to help banks with funding and swaps valuation concerns
SEC delays final decision on DTCC liquidity facility
Regulator says it needs more time to consider market impact of CCLF proposal
P2P repo platforms in bid to solve US liquidity crunch
New peer-to-peer services claim buy side is failing to reap benefits of higher volumes
A silver lining to the repo clouds
Central clearing of buy-side trades could further buttress the repo market
Haircutting non-cash collateral
Wujiang Lou develops a parametric haircut model to conduct sensitivity tests and capture market liquidity risk
Libor’s sunset sees US repo market cast a longer shadow
Concern over structural deficiencies as SOFR chosen to replace key benchmark
Goldman and Federated first to clear MMF repo trades
Money funds cleared over $10 billion of US Treasury repo trades at FICC in June and July
Esma backtracks on account segregation
Status quo protected for rehypothecation of collateral in tri-party, securities lending and prime brokerage
FCA’s Libor plans a ‘reality check’ for loans, bonds, RMBS
Chair of US benchmark group says surprise announcement will push rate reform beyond swaps
BNY Mellon’s Neal on funding, liquidity and collateral
Markets head Michelle Neal says firm has “big responsibility” after JP Morgan’s tri-party repo exit
Trust key to interbank lending, study finds
'Social collateral' collapsed during 2008 crisis, finds Swiss National Bank paper
The price is still wrong: banks tackle bond CSA discounting
Diverging Eonia and European repo rates spur banks to look at valuations of swaps with bond collateral
LCH limits substitution to tackle quarterly collateral flight
CCP clamps down on bond-for-cash switches driven by reporting and quarter-end repo spikes
Dealerweb doubles repo volume on electronic trading boost
Single-fee model gains traction among repo traders