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  • Market Data: A Lot Going On, Is It Going Anywhere? By Kelvin To, Founder And President Of Data Boiler Technologies

    Date 30/11/2021

    Market data reforms are taking many interesting turns globally. In the US, litigation between large exchange groups and the SEC continues. IEX plans to charge for market data starting in 2022. MEMX criticizes the CTA/CQ/UTP Plan’s fee amendments and cites that “it would undermine the important public policy goals of the infrastructure rule”. Then in Europe, the European Commission announced on November 25 as part of the Capital Markets Union (CMU) to amend the consolidated tape provision in MiFIR. In view of the diverging paths that the US and the EU are pursuing the Founder and President of Data Boiler, Kelvin To, will decipher what is happening and where the markets may be headed in this article.

  • Moscow Exchange: Risk Parameters Change For The Security T-RM

    Date 30/11/2021

    As per the Securities market risk parameters methodology, on 30.11.2021, 19-32 (MSK) the lower bound of the price band (up to 1609) and initial margins (up to 16.25 %) for the security T-RM were changed. New values are available here

  • BIS: Insurance Core Principles - Executive Summary

    Date 30/11/2021

    The Insurance Core Principles (ICPs) provide a globally accepted framework of principles, standards and guidance for the regulation and supervision of the insurance sector. They were developed by the International Association of Insurance Supervisors (IAIS) and apply to its member jurisdictions regardless of the level of development and sophistication of their insurance markets and the type of insurance products or services supervised. Initially adopted in 2011 and amended four times (the most recent amendments coming in 2019) the ICPs contain 24 principles.

  • Moscow Exchange: Risk Parameters Change For The Security TWTR-RM

    Date 30/11/2021

    As per the Securities market risk parameters methodology, on 30.11.2021, 18-58 (MSK) the lower bound of the price band (up to 2984) and initial margins (up to 30 %) for the security TWTR-RM were changed. New values are available here

  • BIS: Stress Testing - Executive Summary

    Date 30/11/2021

    Stress tests are forward-looking exercises that aim to evaluate the impact of severe but plausible adverse scenarios on the resilience of financial firms. They involve the use of models and data at the firm or system-wide level and may rely on historical or hypothetical scenarios.

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