News Centre

Moscow Exchange: Risk Parameters Change For The Security PVH-RM

Date 02/12/2021

As per the Securities market risk parameters methodology, on 02.12.2021, 18-41 (MSK) the lower bound of the price band (up to 6709) and initial margins (up to 31.25 %) for the security PVH-RM were changed. New values are available here

BIS: Suptech Tools For Prudential Supervision And Their Use During The Pandemic

Date 02/12/2021

The Covid-19 pandemic has prompted authorities to rely on virtual inspections, including the increased use of suptech tools to support supervisory risk assessments. This paper takes stock of 71 discrete suptech tools used for prudential supervision in 20 jurisdictions and explores the benefits, risks and implementation challenges.

Remarks Before The Investor Advisory Committee, SEC Chair Gary Gensler, Dec. 2, 2021

Date 02/12/2021

Thank you. It’s good to be back with the Investor Advisory Committee again. As is customary, I will note that my views are my own, and I’m not speaking on behalf of my fellow Commissioners or the staff.

SEC Charges Latvian Citizen With Digital Asset Fraud

Date 02/12/2021

The Securities and Exchange Commission today charged a Latvian citizen with defrauding hundreds of retail investors out of at least $7 million through two separate fraudulent digital asset securities offerings.

Moscow Exchange: Risk Parameters Change Tor The Securities KR-RM And SQ-RM

Date 02/12/2021

Please follow the links below to access the information:

Risk parameters change for the security KR-RM
Risk parameters change for the security SQ-RM

EBA Consultations & Discussions

Date 02/12/2021

Consultation on draft RTS on IRRBB standardised approach

Deadline: 02 March 2022

Moscow Exchange: Risk Parameters Change For The Security EXPD-RM And Risk Parameters Change On Securities Market

Date 02/12/2021

Please follow the links below to access the information:

Risk parameters change for the security EXPD-RM
Risk parameters change on Securities market

EBA Consults On Interest Rate Risk Arising From Non-Trading Book Activities

Date 02/12/2021

The European Banking Authority (EBA) launched today three consultations specifying technical aspects of the revised framework capturing interest rate risks for banking book (IRRBB) positions. The first on draft Guidelines on IRRBB and credit spread risk arising from non-trading book activities (CSRBB); the second on draft Regulatory Technical Standards (RTS) on the IRRBB standardised approach; and the third on draft Regulatory Technical Standards (RTS) on the IRRBB supervisory outlier test. The consultations run until 4 April 2022.

Moscow Exchange Trading Volumes In November 2021

Date 02/12/2021

In November 2021, total trading volumes across Moscow Exchange’s markets grew by 11.7% to RUB 91.0 trln (RUB 81.4 in November 2020).

TNS Provides Essential Trading Services Connectivity To Asia - Market-Leading Layer 1 Infrastructure Delivers Lowest Latency Solution

Date 02/12/2021

Transaction Network Services (TNS), a market leader in capital markets client and counterpart connectivity and the first to market with a Layer 1 network solution, has invested significantly in its backbone to provide high performance global connectivity for clients tapping the plethora of opportunities developing in Asia.