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FSB Prescribes Bitter Medicine for Securities Lending and Repo

“Securities lending is a potentially pro-cyclical source of funding, raising the possibility that participants will have to dump securities during times of financial stress. It can lead to unexpected connections among disparate market players, such as insurance companies and hedge funds. As a result, securities lending may contribute to the opacity of the financial system and erode the willingness of participants to take on counterparty risk. In addition, it is a source of contagion, with the distress of one firm ramifying throughout the financial system in unpredictable ways.”

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Basel Provides More Clarity on Capital and Liquidity Frameworks, CCP Exposures

In response to interpretive questions received from banking officials, finance ministers, regulators, bankers and other industry players, the Bank for International Settlements (BIS) has issued further clarifications to their regulatory frameworks for capital and liquidity as well as the interim framework for determining capital requirements for bank exposures to central counterparties. The December 2012 publication … Continue reading “Basel Provides More Clarity on Capital and Liquidity Frameworks, CCP ExposuresNotice”

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Paul Volcker Shines Light Through Cracks in the Ring-Fence

Paul Volcker, former Federal Reserve Chairman and architect of the Volcker Rule, testified On October 17, 2012 before a joint British Parliamentary Commission on banking standards. He answered questions on the differences between the US and UK banking systems along with questions that focused specifically on America’s recent experiences with regulatory reform.

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U.S. Senate Hearing May Test Volcker Rule Concepts

In a letter to Senate Banking Committee Chairman Tim Johnson (D-SD), Senator Bob Corker (R-TN), a key member of the Committee, has called for immediate investigation into the details of the JPMorgan Chase & Co. trading losses. Senator Corker wants the committee to examine if the trades in question were bona fide hedging transactions or poorly managed proprietary trades, and wants to explore whether US taxpayers are fully protected from losses at major financial institutions.

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Exodus at the SEC May Roadblock Regulatory Efforts

What does the exodus of senior officials at the SEC mean for the future of securities regulation? This month, the SEC announced that the agency’s chair, two division heads, and the general counsel and chief of staff will leave their posts. Though it is not unusual for political appointees, like the SEC chair and commissioners to end their tenures after a Presidential election, it is not typical that the senior staff does so.

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Test Anxiety: Fed Issues Guidelines for 2013 Bank Stress Testing

On November 5, 2012, the Federal Reserve Board (the “Fed”) issued instructions and guidelines for two 2013 stress testing and capital planning programs. Based on similar programs instituted in 2012, the Comprehensive Capital Analysis and Review 2013 describes the processes for testing and development of capital plans that are required for the 19 bank holding companies (“BHCs”)that participated in the Comprehensive Capital Analysis and Review in 2011 and 2012.

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Is the CFTC Fatally Fragmenting the Global Swaps Market?

On July 6, House Financial Services Committee Chairman Spencer Bachus (R-AL) initiated a series of hearings reviewing the two-year experience of the Dodd-Frank Act, and in particular the effects of its derivatives provisions. Prompted by the June 28 release by the CFTC of proposed interpretive guidance regarding the application of the Dodd-Frank Act to non-US persons engaging in swaps activities with a connection to the US, Bachus also urged the Senate to pass legislation, HR 2682, codifying and clarifying the end-user exemption from Dodd-Frank derivatives regulation.

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