The Financial Stability Board has published its 2017 list of globally systemically important banks (G-SIB), with Royal Bank of Canada joining the list and Groupe BPCE exiting
The Central Bank of Ireland鈥檚 director of policy and risk has confronted industry concerns around stringent collateral re-use and 鈥渁rbitrary鈥 fee splits for UCITS funds at a roundtable discussion
KVA calculations determine the lifetime costs of capital as part of the pricing of an OTC derivative and the service will helps firms understand the capital costs an OTC trade will consume over the portfolio鈥檚 lifetime.
According to BME Clearing the two models, the agency model and the principal-to-principal model, will contribute to greater capital efficiency and market liquidity