Deposits
Nonmaturity deposits and banks’ exposure to interest rate risk: issues arising from the Basel regulatory framework
The authors of this paper address the shortcomings of a major assumption in the Basel accords regarding interest-risk exposure and propose two models to incorporate optionality features that are often ignored.
Basel cuts credit spread charge from banking book work
Charge was felt to be "too difficult to capture" without complex rules
Basel rates split heralds soft landing, banks hope
First consultation paper on banking book interest rate exposure is expected in March
Banking book rate risk project splits in two
Regulators working on Pillar II guidance as well as fixed capital regime
Basel rate-risk project sets up scrap over deposit models
Regulators could cap the maturity banks assume for large chunks of their deposit base
HMT bill could destroy UK structured deposits market
HMT bill could destroy UK structured deposits market
Corporate cash seeks new home as money-market reforms loom
New regulation on both sides of the Atlantic threatens to make money-market funds less attractive for corporate treasurers. Banks are hoping this cash will flood into fixed-term deposits instead, helping them meet incoming liquidity ratios, but they’re…
Regulators hope changes will end LCR debate
A new ratio regime
Best in Italy
Best in Italy
Optimising retail deposit pricing
Optimising retail deposit pricing
UK banks reveal size of eurozone funding gaps
Banks reduce cross-border funding of peripheral eurozone assets in an attempt to mitigate redenomination risk - but funding gap still tops £10 billion for Spain
Increased competition for Australian retail deposits won’t cause future liquidity issues
The impact of an increasingly competitive landscape for retail deposits in Australia will felt in pricing, not liquidity – with the growing appeal of other asset classes a more significant threat to deposit levels
Regulatory change will enable China insurers to reduce their asset-liability mismatch
China insurers now allowed to invest in hybrid, convertible bonds and infrastructure asset and real estate
Deposit flight threatens banks' eurozone ALM efforts
Attempts to match assets and liabilities on a country-by-country basis could be threatened if Greece exits eurozone, lenders fear
Editorial: Safety in deposits
Editor's letter
Structured Products Espana: Grappling with regulation
The hunt for silver linings
Deposit-based structures dominate UK issuance as risk appetite shrinks
Investors are less likely to opt for exotic structures and underlying assets, UK distributors warn
Asia’s risk professionals warn of unintended consequences of Basel III
Basel III rules may cause banks to reduce lending, worsening the economic slowdown, warn risk professionals in Asia-Pacific
ICB report: banks face higher costs, lower ratings
Ring-fence furore
Basel III liquidity rules shaking up the corporate deposit market
Deposit(ive) thinking
Regulators wary of new corporate deposits that sit outside Basel III LCR
Basel III arms race begins with product that uses a rolling, embedded option to keep deposits outside bounds of new liquidity ratio
A flying start for offshore renminbi but equity structures in short supply
Offshore appreciation
Capital One: banking on banking
Capital gains