Articles by Mark Pengelly
Liquidity stress testing ‘essential’ – ECB supervisor
Supervisor warns conference that banks will need to shape up their internal liquidity adequacy assessment process responses for 2017
NY Fed's Dudley fears CCP capital 'cliff effect'
Supervisors should ensure the capital regime for cleared trades avoids a sudden leap in risk weights, says New York Fed president
No more Fed letter commitments expected, says Dudley
New York Fed will "stand down" as the CFTC and SEC "stand up", says New York Fed president
Euro crisis drives up use of collateral in OTC derivatives, finds survey
Trouble in the eurozone increased use of collateral in over-the-counter derivatives market, according to trade association survey
Tri-party repo taskforce to disband without delivering key reform
The New York Fed's concerns about intra-day credit should be tackled by JP Morgan, BNY Mellon and DTCC, an industry taskforce concludes
Risk managers complain about Fed stress test workload
Twelve new banks are included in this year's US stress test, and some institutions are unhappy about the extra work
Basel statement on risk transfer could halt legitimate trades, bankers warn
Basel Committee’s focus on cost of credit protection in attempt to stamp out capital arbitrage could also hurt sound trade trades, investment banks claim
Banks blame complexity for slipping tri-party reform targets
Reforms to $1.59 trillion tri-party repo market are set to miss industry deadlines, and could now spill into 2012
Basel III charge could spur interest in CCDS
Development of CCDS could be pushed ahead by Basel III CVA charge, suggest market participants
Basel and Dodd-Frank create arbitrage potential, say analysts
Removal of credit ratings under Dodd-Frank will create arbitrage opportunities – and is already being exploited by some US banks, research claims
Risk & Return Brasil: Supervisors need to be more curious, says Donizeti
Authorities should put less faith in numbers and what they are told by banks, says top Brazilian supervisor
Worry about Greek CDS misguided, dealers suggest
Dealers believe fears about Greek sovereign CDS trigger event are overplayed
New York Fed RMBS sales go smoothly
Auctions of AIG legacy portfolio delivering a solid result for the Fed
OpRisk USA: Dodd-Frank clouds Basel III implementation
Requirement to remove credit ratings causing a headache for regulators
Canada pressed to develop inflation market
Current issuance of inflation-linked bonds is too meagre to meet demand from domestic and international investors, say market participants
LCH.Clearnet 'shocked' at Dodd-Frank capital requirement
Firm might not be able to live with 99% reduction in minimum capital requirement under Dodd-Frank Act, says chief executive
NY Fed welcomes fresh round of OTC targets
Dealers promise to clear vast majority of credit and interest-rate derivatives centrally