Article ID: 63f7f8bbf7df6dad6b39da78bf2b49ba283d57f586e320cc6726a7a85a391442
Source ID: regulatory:risk.net
Published At: -
Extraction Method: trafilatura
URL: https://www.risk.net/markets/7963003/ecb-seeks-capital-clarity-on-spire-repacks
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ECB seeks capital clarity on Spire repacks Dealers split between counterparty credit risk and market risk frameworks for repack RWAs European regulators are debating whether capital requirements for repackaged notes issued on multi-dealer platform Spire should be calculated under the counterparty credit risk (CCR) or market risk framework – a matter which could have pricing consequences for instruments whose popularity has soared. The European Central Bank (ECB) wrote to the European Banking Authority (EBA) in September, to Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content. To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe You are currently unable to print this content. Please contact info@risk.net to find out more. You are currently unable to copy this content. Please contact info@risk.net to find out more. Copyright Infopro Digital Limited. All rights reserved. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy. If you would like to purchase additional rights please email info@risk.net Copyright Infopro Digital Limited. All rights reserved. You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5. If you would like to purchase additional rights please email info@risk.net More on Markets Real money investors cash in as dispersion nears record levels Implied spreads were elevated to start 2026. Realised levels have been “almost unprecedented” JP Morgan gives corporates an FX blockchain boost Kinexys digital platform speeds cross-currency, cross-entity client payments China eases cross-border grip in new derivatives rules Lawyers hail return to a “more orthodox territorial approach” to regulating the market Fannie, Freddie mortgage buying unlikely to drive rates Adding $200 billion of MBSs in a $9 trillion market won’t revive old hedging footprint Market-makers seek answers about CME’s cloud move Silence on data centre changes fuels speculation over how new matching engine will handle orders Neural networks unleashed: joint SPX/VIX calibration has never been faster SPX and VIX options can be jointly calibrated in real time with deep neural networks Ardagh CDS outcome satisfies some, but presents more questions Early restructuring trigger and asset-package delivery could signify a new era for European trades Nomura’s new global markets strategy: less risk, more return Japan’s top dealer is moving away from risk warehousing, chasing real money clients and going global
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