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ICMA Report on The European Repo Market

Posted on by aldopuch

The International Capital Market Association (ICMA) has released the results of its latest survey into the state of the European repo market.  Over the years these surveys have mirrored the fluctuations in the repo markets and this 25th survey which … Continue reading

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In the news: Repo round-up

Posted on by aldopuch

ECB temporarily relaxes rules on ASBs With effect from 16 October the European Central Bank (ECB) is imposing higher reporting standards for residential mortgage-backed securities (RMBS) and asset-backed securities (ABS).  However it has agreed to temporarily consider accepting securities which … Continue reading

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OTC repo transactions in Russia reach more than RUB120 billion.

Posted on by aldopuch

According to Securities Lending Times, the value of securities used as collateral for the Bank of Russia’s OTC repo transactions is at the moment more than RUB120 billion. The National Settlement Depository (NSD) provides the collateral management services for the … Continue reading

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New Repo tool by FED to affect the short-term lending markets

Posted on by aldopuch

By FT.com Policy makers were briefed by Simon Potter, head of the markets group at the New York Fed, about establishing a “fixed-rate, full-allotment overnight reverse repo” facility. This would operate alongside the Fed’s existing reverse repo facility that is … Continue reading

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ICMA issues covered bond statement

Posted on by aldopuch

  The International Capital Market Association (ICMA) has issued a statement to the credit rating agencies relating to the methodologies used in rating covered bonds.  The statement revolves around the volatility of covered bond ratings in particular and other ratings … Continue reading

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Tougher regulation in the repo market

Posted on by aldopuch

The Basel Committee on Banking Supervision may have recommended a minimum 3% capital holding to cover repo deals but globally regulators now seem to be tightening the rules still further.  Within the past month both the US SEC and European … Continue reading

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Boost to the Triparty Repo Settlement Interoperability

Posted on by aldopuch

The ICMA European Repo Council has signed a memorandum of understanding with Clearstream, Euroclear and Eurex Clearing, which engages those providers in a joint project focusing on increasing the efficiency of the repo market. Through this agreement Eurex Clearing will be … Continue reading

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