Thursday, June 14, 2018

BIS: Market Value of OTC Derivatives at 10 Year Low

The Bank for International Settlements (BIS) produces a monthly email update. Below is the most recent issue that features an article on how over the counter derivatives have now fallen to a ten year low

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June 2018

Central banking: trending and cycling 

Speaking at Sveriges Riksbank’s 350th anniversary, Agustín Carstens outlines trends and cycles in central banking.

Reducing the risk of wholesale payments fraud 

Central banks urge wide take-up of a strategy to improve wholesale payments security.

Capital treatment for short-term securitisations

The Basel Committee finalises the capital treatment for qualifying securitisations, including asset-backed commercial paper.

Market value of over-the-counter derivatives at 10-year low

The gross market value of outstanding OTC derivatives fell to $11 trillion at end-2017, mainly as interest rate contracts declined.

Challenges for monetary policy from global financial cycles

At a Swiss National Bank-International Monetary Fund conference, Agustín Carstens highlights the role of movements of major funding currencies’ exchange rates for global financial conditions. (0:49:00 - 1:00:00)
More BIS publications 

Publication: Implementation monitoring of PFMI: follow-up Level 3 assessment of CCPs' recovery planning, coverage of financial resources and liquidity stress testing
Most central counterparties have made progress in meeting international standards on financial risk management, liquidity and recovery, but some still lag.

Working Paper: The enduring link between demography and inflation
High shares of young and old push up inflation, while a high share of working age population lowers inflation.

Working Paper: The cross-border credit channel and lending standards surveys
Central banks’ quantitative easing policies bolstered attitudes towards bank lending, but a negative signalling effect undermined their effectiveness and sapped demand for loans.

3 comments:

  1. Derivatives came down by compressing techniques, see the notional value is still 15tr

    http://www.swapsinfo.org/charts/swaps/notional-outstanding

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