News Centre

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

Date 26/01/2022

As per the Securities market risk parameters methodology, on 26.01.2022, 20-42 (MSK) the upper bound of the price band (up to 48126) and initial margins (up to 25 %) for the security AVGO-RM were changed. New values are available here

Dissenting Statement On The Proposal To Amend Regulation ATS, SEC Commissioner Hester M. Peirce, Jan. 26, 2022

Date 26/01/2022

Thank you, Chair Gensler.

Events in the U.S. Treasury market (as well as the related repo market) over the past several years strongly suggest that the market for government securities suffers from inadequate levels of intermediation, liquidity, and transparency that in times of stress can dramatically decrease its ability to function properly and significantly increase risks to market participants.  Commentators have suggested a number of possible reforms, and, although I am skeptical of some of these suggestions, I agree that the Commission should be considering carefully how it might use its authority to make changes that could relieve some of these pressures and help ensure that the market continues to perform its vital functions in the U.S. and global economy.

Principles For Reducing The Size Of The Federal Reserve's Balance Sheet

Date 26/01/2022

The Federal Open Market Committee agreed that it is appropriate at this time to provide information regarding its planned approach for significantly reducing the size of the Federal Reserve's balance sheet.

Statement On Proposed Amendments To Form PF To Require Current Reporting And Amend Reporting Requirements For Large Private Equity Advisers And Large Liquidity Fund Advisers, SEC Commissioner Hester M. Peirce, Jan. 26, 2022

Date 26/01/2022

I want to begin by offering my thanks to the staff of the Divisions of Investment Management and Economic and Risk Analysis, and the Offices of the Chief Accountant and General Counsel.  Although I am unable to support today’s proposal, I appreciate all of the work and effort staff put into the proposal, including fielding numerous comments and questions from me.

Statement On Form PF, SEC Chair Gary Gensler, Jan. 26, 2022

Date 26/01/2022

Today, the Commission is considering amendments to Form PF — a form that came about after the financial crisis in 2008.

Alter Domus Selects EZOPS To Aid Digital Transformation & Workflow Automation - EZOPS Will Help Alter Domus Accelerate Innovation, Automate Reconciliation Operations And Business Processes, And Deliver Enterprise-Wide Efficiencies

Date 26/01/2022

EZOPS, the leading provider of AI-enabled data control, workflow automation, and regulatory reporting platform, announced today that they have been selected by Alter Domus. Alter Domus is a leading provider of integrated solutions for the alternative investment industry. EZOPS was brought on to help Alter Domus digitally transform and innovate its reconciliation operations, business workflow and process automation across their firm.

Statement On Government Securities Alternative Trading Systems, SEC Chair Gary Gensler, Jan. 26, 2022

Date 26/01/2022

Today, the Commission is considering amendments to include significant Treasury markets platforms within Regulation ATS. I support these amendments because, if adopted, they would help promote resiliency and greater access in the Treasury market. We’re also considering modernizing our rules related to the definition of an exchange. Over the decades since Congress put in place the definition of an exchange, there have been many changes to platforms — in particular, that they are increasingly electronified. I think it’s important that we revise the SEC’s rules to reflect those changes.

ISDA Responds To IASB On Post Implementation Review Of The IFRS 9 Classification And Measurement

Date 26/01/2022

On January 24, 2022, ISDA submitted a response to the International Accounting Standards Board on the elements of the post-implementation review of IFRS 9, which relate to derivatives. ISDA’s members raised a number of issues related to the IFRS 9 classification and measurement model, particularly around environmental, social and governance issues and contractually-linked instruments.

SEC Proposes Amendments To Include Significant Treasury Markets Platforms Within Regulation ATS - Proposal Would Enhance Investor Protections And Cybersecurity For Alternative Trading Systems That Trade Treasuries And Other Government Securities

Date 26/01/2022

The Securities and Exchange Commission today proposed rules to better protect investors and enhance cybersecurity by bringing more Alternative Trading Systems (ATS) that trade Treasuries and other government securities under the regulatory umbrella. The proposal builds upon a 2020 proposal and public comments received in response to that proposal. It would extend Regulation ATS to include systems that offer the use of non-firm trading interest and provide protocols to bring together buyers and sellers for trading any type of security. These Communication Protocol Systems would be required to either register as exchanges or register as broker-dealers and comply with Regulation ATS. 

Moscow Exchange: Risk Parameters Changes For The Securities - Update 1

Date 26/01/2022

Please follow the links below to access the information:

Risk parameters change for the security DVN-RM
Risk parameters change for the security HLT-RM
Risk parameters change for the security HFC-RM
Risk parameters change for the security CVX-RM