A sharp drop in the liquidity coverage ratios (LCRs) of Chinese banks pulled the average for global systemically important banks (G-Sibs) down by 1.36 percentage points to 136% in the first half of ...
European corporates have been shortening the tenor of their foreign exchange forwards hedges so they can react more quickly ...
With just 10 months until China’s variation margin rules for non-cleared derivatives take effect, banks have not yet started work on negotiating new collateral agreements as they await publication of ...