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Regulation

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  • The Islamic Development Bank has opened order books for a five-year benchmark sukuk, which it expects to price in the coming week. The triple-A rated issue promises to be hotly followed by Islamic institutions looking for paper able to fulfill Basel III's stock liquidity requirements.
  • The Hong Kong Monetary Authority introduced Friday a liquidity facility for authorized institutions dealing in China yuan-denominated bonds and fx forwards. It has also replaced its CNH risk management limit with a liquidity ratio for monitoring RMB liquidity positions.
  • The Commodity Futures Trading Commission is planning to give the industry guidance on Dodd-Frank extraterritoriality provisions. It will also phase-in compliance for foreign institutions on entity-level definitions over the course of an additional year, Gary Gensler, chairman, said in a lunch speech at the Institute of International Bankers.
  • Alliance Bernstein has cleared interest rate swaps through LCH.Clearnet’s SwapClear, becoming the 75th end user to clear IRS with via the service.
  • Regulation, as expected, is a main theme of the Global ABS conference and the topic took center stage Wednesday morning in a spirited discussion on the cumulative impact of new regulations.
  • Recently, when reviewing the latest proposal of Solvency II treatment of securitization, as published by Fitch Ratings, and the European Central Bank securitization repo haircuts in current use, we were struck by a number of discrepancies in the treatment of the different fixed-income products.