How do you get to be a G-SIB?

  The FSB have named 30 banks as being “too big to fail”(TBTF) on a global basis. How were they selected? And what risks, beyond mere size, do they pose?   You might have expected the nomination of G-SIBs to be based upon something simple, like size, asset value, capitalisation or similar. But no. They... Read More

Big Data & Aggregated Risk

The answer to the global aggregated risk data problem? New technologies seem to be pre-occupying the banking industry today in a big way.  Blockchain, the Cloud and Big Data are three technical ideas that seem to be top of mind in today’s banking engine room. These solutions confront, as banks have to, a set of... Read More

Correspondent Banking – the new protocol

Intraday Liquidity Management reporting made possible – SWIFT enables. Correspondent banking has been under attack for several reasons. But the major use and value of correspondent banking – a relatively costly mechanism - is for the settlement of wholesale transactions by banks, particularly securities transactions, denominated in currencies in which they have no direct clearing... Read More

Who would be a G-SIB?

  Global-Systemically Important Banks are particularly under the regulatory microscope. It is an open secret in most economies that politicians are not exactly enamoured of the larger banks, particularly those which offer both commercial and “casino” banking. It has been the mission of the G20 Financial Stability Board (FSB) to ensure that the largest financial... Read More

From Data Aggregation to Meaningful Reporting

Day 2 of SIBOS was characterised for The SEPA Consultancy Ltd by a series of meetings with a number of strategic technology providers who are partnering closely with large global banks to help transform their payments and transaction banking infrastructures. A clear theme emerging from these dialogues is that whilst banks and their strategic partners... Read More

SIBOS 2015, Singapore – Day 1 Reflections

Spread across four floors of the Marina Sands Convention Centre in Singapore, SIBOS 2015 burst into life yesterday morning. Whilst it is still early days, already there are a number of themes and topics emerging that appear to be forefront of the collective mind of the wide array of participants, speakers and exhibitors at this... Read More

Why so long?

  Implementing the required liquidity risk management reforms has become a twelve-year slog.   The Credit Crunch of 2007-8 has been followed by the Great Recession, which continues.  Post crisis, central bankers and politicians have intervened as never before with vast dollops of liquidity being injected into economies in their QE exercises. And committees of... Read More

The Boot is now on the other Foot

A corporate’s attitude to its banks is changed by the Basel III capital and liquidity requirements regarding the supply of traditional banking services. Just as banks have to improve their cash management solutions as a result, corporate treasurers will now source their lending, and their cash management and transactional services in a different way. The... Read More

Liquidity Six Years On

This blog traces the continued regulation of bank working capital, as it has moved, post Lehman, from the long end of capital and liquidity regulation to the sharp end of intraday liquidity management. This has been managed, albeit slowly, over three major steps. Individual national regulators managed the problem, largely by implementing liquidity reporting regimes,... Read More
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Back at SIBOS in 2008, some bankers were called home, advised by their employers that their credit and debit cards might not be good for anything. You could debate the cause of the credit crunch, but the fall of Lehman Brothers heralded a liquidity crisis, which, in turn, revealed a capital one. “The fall of... Read More