When leverage ratio meets derivatives: Running out of options?*
Author:
Affiliation:
1. Acting Deputy Director, Division of Clearing and Risk CFTC
2. Research Economist and Head of Academic Outreach, the Office of the Chief Economist CFTC
Publisher
Wiley
Subject
General Economics, Econometrics and Finance,Finance
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/fmii.12154
Reference14 articles.
1. Acosta‐Smith J. Ferrara G. &Rodriguez‐Tous F.(2018). The impact of the leverage ratio on client clearing. Staff working paper no. 735 Bank of England.
2. Allahrakha M. Cetina J. &Munyan B.(2016).Do higher capital standards always reduce bank risk? The impact of the basel leverage ratio on the us triparty repo market. Working paper no. 16‐11 Office of Financial Research.
3. Anbil S. &Senyuz Z.(2018).The regulatory and monetary policy nexus in the repo market. Working paper no. 2018‐027 Federal Reserve Board.
4. Basel Committee on Banking Supervision. (2014a).Basel iii leverage ratio framework and disclosure requirements. Technical report.
5. Basel Committee on Banking Supervision. (2014b).The standardised approach for measuring counterparty credit risk exposures. Technical report.
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