News Centre

Cboe Expands Implied Correlation Index Suite, Adds Eight Additional Volatility-Related Indices

Date 18/07/2022

• Cboe Implied Correlation Indices are the first widely disseminated market estimates of the average correlation of the stocks that comprise the S&P 500® Index (SPX)
• Suite of volatility-related indices recently expanded to include additional tenors and skews
• Helps allow market participants to gain a view of potential factors driving volatility in equity markets

ACER Grants An Extension For Regulators To Decide On The Minimum Activation Period Of Frequency Containment Reserves (FCR) Providers

Date 18/07/2022

The EU Agency for the Cooperation of Energy Regulators (ACER) adopted a decision granting National Regulatory Authorities (NRAs) of the Continental Europe Synchronous Area (CE SA) an extension of six months to decide on the minimum activation period of frequency containment reserves (FCR) providers.

BIS: The Holt-Winters Filter And The One-Sided HP Filter: A Close Correspondence

Date 18/07/2022

Summary

Focus

The Hodrick-Prescott (HP) filter is heavily used in economics and by policymakers. In many cases, the two-sided, full sample version is applied to determine trends. But the one-sided filter that is estimated recursively also has important applications. Most notably, it is embedded in the Basel III framework for the countercyclical capital buffer. In this paper, we show that the trend of the one-sided HP filter has a very close correspondence with the trend of the Holt-Winters (HW) filter.

Bank Of England: Marjorie Ngwenya: Treasury Select Committee Appointment Hearing (3.15pm)

Date 18/07/2022

ESMA: Working Group On Euro Risk-Free Rates - 17 June Meeting Minutes

Date 18/07/2022

Summary

1. Introductory remarks, approval of the agenda and obligations of the working group members under competition law

Mr James von Moltke (Chair) opened the call. He welcomed all the members of the Working Group (WG) to the second WG meeting of 2022 and the first hybrid meeting (with both in-person attendees and attendees connecting virtually) under his chairmanship.

CCP12 Responds To The Bank Of England Consultation Paper On Outsourcing And Third-Party Risk Management: Central Counterparties

Date 18/07/2022

CCP12 - The Global Association of Central Counterparties - has responded to the Bank of England consultation paper on Outsourcing and third-party risk management: Central Counterparties.

Kneip Announces New Strategic Partnership With FWW To Make EETs Available For The German Fund Market

Date 18/07/2022

Kneip today announced it has entered into a strategic partnership with ISS FWW (FWW Fundservices GmbH) to make European ESG Templates (EET) available in the German market via ISS FWW.

Fiserv Named A Leader In Digital Banking Customer Experience In IDC MarketScape - Fiserv Earned Recognition For Strategic Vision And Capabilities Of Its Cross-Functional Digital Banking Engagement Platform

Date 18/07/2022

Fiserv, Inc. (NASDAQ: FISV), a leading global provider of payments and financial services technology, has been named a Leader in the IDC MarketScape: North America Digital Banking Customer Experience Platforms 2022 Vendor Assessment.

ACER Publishes An Opinion On The Key Elements Of ENTSOs’ Draft Network Development Scenarios (2022)

Date 18/07/2022

The EU Agency for the Cooperation of Energy Regulators (ACER) publishes today its Opinion on the key elements of the draft Ten Year Network Development Plans (TYNDP) Scenario Report (2022), prepared by the European Network of Transmission System Operators for Electricity (ENTSO-E) and for Gas (ENTSOG).

CFFEX: Notice On The Reporting Of Trading Information On Equity Index Options Contracts

Date 18/07/2022

To regulate the trading of equity index options contracts, maintain orderly market operations, and protect the legitimate rights and interests of market participants, China Financial Futures Exchange (the “Exchange”) hereby announces the following requirements on the reporting of trading information, which shall come into effect from July 22, 2022.