Capital archive
-
U.S. banking regulators accelerate changes to capital treatment of derivatives
Amendments take effect immediately and are intended to "improve market liquidity"
CONTINUE READING -
FIA calls on Basel Committee to remove client clearing from credit valuation adjustment
On Feb. 25, FIA submitted comments to the Basel Committee on Banking Supervision regarding proposed revisions to the calculation of credit valuation adjustment risk, an important component of the Basel III capital framework.
CONTINUE READING -
Lukken Stresses the Importance of Cross-border Recognition
Chairman Scott, Ranking Member Scott, and members of the Subcommittee, thank you for the opportunity to testify about Brexit and various cross-border matters that impact derivatives markets and market participants.
CONTINUE READING -
Statement to United States House of Representatives Committee on Agriculture Subcommittee on commodity exchanges, energy, and credit
Chairman Scott, Ranking Member Scott, and members of the Subcommittee, thank you for the opportunity to testify about Brexit and various cross-border matters that impact derivatives markets and market participants.
CONTINUE READING -
FIA President and CEO Walt Lukken on the Basel Committee’s Recognition of Client Cleared Margin As Reducing Exposure
FIA President and CEO Walt Lukken today made the following statement on the Basel Committee’s agreement “on a targeted and limited revision of the leverage ratio to allow margin received from a client to offset the exposure amounts of client-cleared derivatives.”
CONTINUE READING -
FIA, ISDA, ABA, SIFMA and BPI Call on Fed to Review Capital Rules
FIA today joined The International Swaps and Derivatives Association, Inc. (ISDA), the Securities Industry and Financial Markets Association (SIFMA), the American Bankers Association (ABA), and the Bank Policy Institute (BPI) in submitting comments regarding the proposed rule issued by the Board of Governors of the Federal Reserve System, the Federal Deposit Insurance Corporation, and the Office of the Comptroller of the Currency to implement the standardized approach for counterparty credit risk (SA-CCR) as a replacement for the current exposure method (CEM) in the US capital rules.
CONTINUE READING -
FIA urges regulators to eliminate barriers to clearing
FIA today filed a response to the Basel Committee on Banking Supervision’s consultation on the treatment of client-cleared derivatives.
CONTINUE READING -
FIA issues updated CCP risk management recommendations
FIA today published a series of recommendations to improve clearinghouse risk management following recent market developments.
CONTINUE READING -
Special Report: CFTC moves forward on swap rulemakings
On Nov. 5, the U.S. Commodity Futures Trading Commission held a public meeting to discuss two rules and a request for comment related to swap markets.
CONTINUE READING -
Special Alert: U.S. banking regulators propose SA-CCR methodology for calculating derivatives exposures
On Oct. 30, the Federal Reserve, the Federal Deposit Insurance Corporation, and the Office of the Comptroller of the Currency issued a rulemaking proposal seeking comment on an alternative approach to calculating capital requirements for derivatives. The proposal, if adopted, would permit banks to use the "standardized approach for measuring counterparty credit risk", also known as SA-CCR, as an alternative to the current CEM methodology for calculating derivatives exposure under U.S. regulatory capital rules.
CONTINUE READING
