Saturday, October 29, 2011

Geithner: Shadow Banking Remains a Key Regulatory Target

Author: David Schwartz J.D. CPA
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Saturday, October 29, 2011

Model-Sensitive Disclosures Under Consideration

Author: David Schwartz J.D. CPA
In a forthcoming article, Robert P Bartlett III, Assistant Professor of Law at the University of California, Berkeley, proposes an intriguing model-sensitive disclosure regime he hopes will enhance accurate pricing of a bank's exposure to credit risk while at the same time safeguarding the confidentiality of a bank’s proprietary investment strategies and customer information.  
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Wednesday, October 12, 2011

Dodd-Frank Developments Affecting Swaps

Author: David Schwartz J.D. CPA
For the most part, provisions of the Dodd–Frank Wall Street Reform and Consumer Protection relating to derivatives are aimed at increasing transparency, altering clearing and exchange trading requirements, regulation of swap dealers and other swap market participants, restrictions on swaps trading by banks and associated increases in capital and margin requirements. The Act leaves many of the details of implementation to regulators. With over a year behind us, we can now reflect on what regulators have proposed, adopted, and left unfinished with regard to swaps.
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Number of views (6380)

Saturday, October 1, 2011

September 2011 Basel Committee Recap

Author: David Schwartz J.D. CPA
At its September 28, 2011 meeting, the Basel Committee (the “Committee) approved a range of measures aimed at finalizing the Committee’s July 2011 consultative document, “Global systemically important banks: Assessment methodology and the additional loss absorbency requirement.” The document sets out the Committee’s proposal on the assessment methodology for (1) determining global systemic importance, (2) determining the magnitude of additional loss absorbency that global systemically important banks should have, and (3) proposes the arrangements by which the methodologies will be phased in. 
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Friday, September 23, 2011

Bank of England Examines Market Developments in Securities Lending

Author: David Schwartz J.D. CPA
In their Quarterly Bulletin (Q3 2011), the Bank of England (BOE) updates us on the latest market-driven and regulatory developments in securities lending, and lays out the lessons learned from the financial crisis about the risk of contagion arising from the interconnectedness between participants created by securities lending transactions, and the dangerous opacity of risks incurred across all participants.
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Number of views (7291)
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