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Moscow Exchange: Risk Parameters Change For The Securities

Date 28/05/2021

The following risk parameters will be changed:

Market Risk Rate of the first, second and third level – S_1(2,3)_min

Ticker	Minimum Initial Margin for the Market Risk, % (S_1_min)		Minimum Initial Margin for the Market Risk, % (S_2_min)		Minimum Initial Margin for the Market Risk, % (S_3_min)		New value effective for
Ticker	Current value	New value	Current value	New value	Current value	New value	New value effective for
BSPB	33%	37%	50%	54%	75%	79%	03.06.2021 - 07.06.2021
IRAO	16%	19%	22%	25%	29%	32%	03.06.2021 - 07.06.2021

EBA Consults On Institutions’ Pillar 3 Disclosure Of Interest Rate Risk Exposures

Date 28/05/2021
- The proposed IRRBB disclosure framework seeks to ensure stakeholders are informed about institutions’ interest rate risks in the non-trading book.
- The standards put forward comparable disclosures that should help institutions comply with the requirements laid down in the revised Capital Requirements Regulation (CRR).
- This consultation paper is in line with the Pillar 3 disclosure framework of the Basel Committee on Banking Supervision (BCBS).
ESMA Updates Its Opinion On Reporting Information Under The AIFMD

Date 28/05/2021

The European Securities and Markets Authority (ESMA), the EU’s securities markets regulator, has updated the Opinion Collection of information for the effective monitoring of systemic risk under Article 24(5), first sub-paragraph, of the AIFMD, in the context of AIFMD reporting.
Federal Reserve Board Invites Public Comment On Proposed Changes To Its Policy On Payment System Risk That Governs The Provision Of Intraday Credit

Date 28/05/2021

The Federal Reserve Board on Friday requested public comment on proposed changes to its Policy on Payment System Risk (PSR policy) that governs the provision of intraday credit, or daylight overdrafts, to healthy depository institutions with accounts at the Federal Reserve Banks.
Moscow Exchange: Risk Parameters On Securities Market

Date 28/05/2021

CCP NCC sets the following risk parameters on Securities market starting from May 31, 2021:

№ Ticker Market risk rates Concentration limits, units Ban on short selling Eligible as collateral

S_1_min S_2_min S_3_min LK_1 LK_2

1 RU000A1034K8 9% 10% 11% 112 560 No Yes

№	Ticker	Market risk rates	Concentration limits, units	Ban on short selling	Eligible as collateral
S_1_min	S_2_min	S_3_min	LK_1	LK_2
1	RU000A1034K8	9%	10%	11%	112	560	No	Yes

BIS: US Monetary Policy And The Financial Channel Of The Exchange Rate: Evidence From India

Date 28/05/2021

Summary

Focus

Over the past decade, non-financial firms in emerging market economies (EMEs) have rapidly built up dollar debt. This makes them vulnerable to changes in US monetary policy. If a local currency weakens against the dollar, the domestic economy may shrink rather than expand if such firms have a large stock of unhedged dollar debt. Our paper examines the evidence for this hypothesis based on Indian firm-level and macro-level data.
Q1 2021 Brings GPW Group’s Superior Financial Results

Date 28/05/2021
- GPW Group’s revenue at PLN 112.3 million in Q1 2021 (+15.5% YoY)
- EBITDA at PLN 53.6 million (+7.1% YoY)
- Net profit at PLN 38.7 million (+32.1% YoY)
- Recommended dividend for 2020 at PLN 104.93 million (PLN 2.5 per share)
Moscow Exchange: Risk Parameters Change For The Security HPQ-RM

Date 28/05/2021

As per the Securities market risk parameters methodology, on 28.05.2021, 17-01 (MSK) the lower bound of the price band (up to 2033) and initial margins (up to 22.5 %) for the security HPQ-RM were changed. New values are available here
MNI Chicago Business Barometer™ – Pushed On To 75.2 in May

Date 28/05/2021

Key Points – May Report

The Chicago Business BarometerTM, produced with MNI, jumped to 75.2 in May, the highest level since November 1973. Demand provided a boost to business activity, but supply chain constraints remain.
ESMA: New Q&A Available

Date 28/05/2021

The European Securities and Markets Authority (ESMA), the EU’s securities markets regulator, has today updated its Questions and Answers on the following topics:

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