Repo market coping with liquidity regulations for now, panellists say

European Central Bank at night
The ECB's QE could put pressure on collateral supplies

Repo markets have adapted to the liquidity squeeze imposed by new regulations including the liquidity coverage ratio (LCR), but there are more challenges ahead, participants at Euroclear's Collateral Conference said today (May 18).

The LCR and forthcoming Net Stable Funding Ratio have put pressure on repo markets, as much useful collateral – in particular sovereign bonds – is now held by banks to meet regulatory minimums.

But participants during a panel discussion, held under the Chatham House r

To continue reading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: