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The real second-order risk in swaps is not convexity. It is discounting. When rates move by 50bp, desks start talking about convexity. Let’s see if they should. The FT reported that the “US bond market shows signs of strain“. Interest rate futures are no longer pricing rate cuts in…
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The Federal Reserve Board is asking for comments on proposed rulemaking for the G-SIB surcharge. This article looks at interesting information in the published document. Background The federal bank regulatory agencies have requested comment on three proposals to modernise the regulatory capital framework for banks. One of these proposals,…
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The Federal Reserve is proposing changes to the Capital requirements of U.S. Banks. In this article I take a deep dive into revisions to the G-SIB surcharge, a key component of the regulatory capital framework introduced after the Great Financial Crisis of 2008. Background Michelle W. Bowman, Vice Chair…
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