Bank for International Settlements (BIS)
Interest rate ETD open interest drops in Q2
Open interest in options and futures contracts combined dropped 12%
Global bank equity levels returned to growth in Q1
Bank equity level increased by $87 billion in the first quarter
US banks more cramped by stress tests than global peers
Five out of six US dealers adjust capital based on stress scenarios
FSB launches crypto asset monitoring framework
Metrics will focus on the financial stability risk of crypto market
Ice single-name clearing surge defies market trend
Ice Clear Credit open interest grows 31%
BIS renews claims of capital 'gaming'
Modelled capital requirements for identical portfolios can differ by up to 4%, study shows
Basel III ratios bolster bank resilience – BIS
Analysis shows regulatory minimums protect banks from distress
BIS calls for ‘redrawing of regulatory boundaries’ around crypto
Regulation will have to adapt to “new reality”, says BIS, suggesting new ways the underlying technology could improve financial efficiency
Japanese cross-border claims on European countries hit all-time high
Loans to entities in developed European countries outpace those to other western nations in Q1 2018
Hedge funds cut CDS positions as basis trades diminish
Net long CDS positions fell by $117 billion from mid-2014 to end-2017
Global banking sector equity surged in 2017
Surplus of assets over liabilities increased 17% in the year – BIS data
CDS market structure transformed – BIS
Inter-dealer trades have retreated as CCP dominance grows
Interest rate ETD open interest soars
Outstanding positions at end-March hit $105 trillion
Over half of CDS contracts cleared – BIS
Non-cleared trades continue downward slide
Interest rate derivatives values fall to pre-crisis low
The value of interest rate derivatives plummeted more than 16% to $7.6 trillion in the second half of 2017
Loans to offshore centres surge
Total claims surpass pre-crisis peak
Uneven Basel rule adoption threatens regulatory arbitrage
Committee names and shames regulatory laggards
Regulatory merger keeps China on course for deleveraging
Combination of banking and insurance regulators offers opportunity to co-ordinate debt reduction measures
Goldman discloses ‘speed bumps’ for forex clients
Past behaviour may subject clients to a 200-millisecond hold period, as US bank tries to avoid losses
BIS releases final forex code of conduct
BIS releases principles for good conduct in foreign exchange markets
Custodians could face higher Basel G-Sib surcharges
Data shows removal of cap on substitutability in revised methodology would hit four banks
CCP margining not procyclical, research suggests
Excess collateral acts as buffer in 10 years of data at unnamed CCP