News Centre

ESAs Publish Joint Q&As On Bilateral Margining

Date 19/03/2021

The European Supervisory Authorities (EBA, EIOPA and ESMA - ESAs) published today three Joint Questions and Answers (Q&A) on RTS 2016/2251 on bilateral margin requirements under the European Markets Infrastructure Regulation (EMIR).

Moscow Exchange: Risk Parameters Change For The Security RU000A0JW6P7 - Update

Date 19/03/2021

As per the Securities market risk parameters methodology, on 19.03.2021, 18-22 (MSK) the upper bound of the price band (up to 126.87) and initial margins (up to 15 %) for the security RU000A0JW6P7 were changed. New values are available here

Appointment Of ESMA Chair Steven Maijoor To The Governing Board Of The Dutch Central Bank

Date 19/03/2021

The European Securities and Markets Authority (ESMA), the EU’s securities markets regulator, has been informed that Steven Maijoor, whose term as Chair of ESMA ends on 31 March, will join the Governing Board of De Nederlandsche Bank (DNB) on 1 April 2021.

Federal Reserve Board Announces That The Temporary Change To Its Supplementary Leverage Ratio (SLR) For Bank Holding Companies Will Expire As Scheduled On March 31

Date 19/03/2021

The Federal Reserve Board on Friday announced that the temporary change to its supplementary leverage ratio, or SLR, for bank holding companies will expire as scheduled on March 31. Additionally, the Board will shortly seek comment on measures to adjust the SLR. The Board will take appropriate actions to assure that any changes to the SLR do not erode the overall strength of bank capital requirements.

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

Date 19/03/2021

As per the Securities market risk parameters methodology, on 19.03.2021, 17-00 (MSK) the lower bound of the price band (up to 9586) and initial margins (up to 17.5 %) for the security NKE-RM were changed. New values are available here

US Federal Reserve, US Federal Deposit Insurance Corporation, Office Of The Comptroller Of The Currency: Temporary Supplementary Leverage Ratio Changes To Expire As Scheduled

Date 19/03/2021

The federal bank regulatory agencies today announced that the temporary change to the supplementary leverage ratio, or SLR, for depository institutions issued on May 15, 2020, will expire as scheduled on March 31, 2021. The temporary change was made to provide flexibility for depository institutions to provide credit to households and businesses in light of the COVID-19 event.

Moscow Exchange: RUB Penalty Rate Change

Date 19/03/2021

According to the decision of CCP NCC starting from March 22, 2021:

• RUB Rollover Rate in FX and Precious Metals Market (SDRUB) is set equal to 9%.
• Upper REPO Penalty Rate (HPenRate) on Equity Market is set equal to 9%.

An Honest Conversation About ESG Regulation, SEC Commissioner Elad L. Roisman, Washington D.C., March 19, 2021

Date 19/03/2021

Good morning.  I will start by noting that my remarks are my own and do not necessarily represent the views of my fellow Commissioners or the Securities and Exchange Commission (“SEC”).

ESMA Clarifies Application Of Position Limits Pending MiFID II Change

Date 19/03/2021

The European Securities and Markets Authority (ESMA), the EU’s securities markets regulator, is issuing a public statement on its supervisory approach to position limits for commodity derivatives. The purpose is to clarify the application of position limits and coordinate the supervisory actions of National Competent Authorities (NCAs), pending the legislative change introduced by the MiFID II Recovery Package for commodity derivatives. This legislative change will start to apply in early 2022.

UK Financial Conduct Authority: Supervisory Flexibility On RTS 27 Reports And 10% Depreciation Notifications

Date 19/03/2021

The FCA is putting in place temporary measures with respect to RTS 27 reports and 10% depreciation notifications while it consult on changes to these requirements later this Spring. These temporary measures will be in place until the end of 2021.