News Centre

EBA Risk Dashboard Points To Stabilising Return On Equity In EU Banks But Challenges Remain For Those Banks With Exposures To The Sectors Most Affected By The Pandemic

Date 06/10/2021

• In Q2 2021, banks’ return on equity (RoE) remained at levels similar to Q1, not least due to low impairments.
• Capital and liquidity ratios remained strong.
• While the non-performing loan (NPL) ratio declined, asset quality of loans under moratoria and public guarantee schemes (PGS) further deteriorated.
• Cyber and information and communication technology (ICT) related risks remained high.

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

Date 06/10/2021

As per the Securities market risk parameters methodology, on 06.10.2021, 17-36 (MSK) the lower bound of the price band (up to 9149) and initial margins (up to 20 %) for the security EA-RM were changed. New values are available here

Eris SOFR Portfolio Margining Attracts New Swap Dealers

Date 06/10/2021

• Multiple swap dealers are onboarding to trade Eris SOFR by year end alongside CME’s planned implementation of Portfolio Margining between Eris SOFR and CME interest rate swaps, which will dramatically reduce the capital requirements of holding swap hedges (pending OTC IRS Risk Committee approval)
• On-screen liquidity has increased notably in early October, with nine dedicated market makers posting two-sided markets in excess of $300,000 DV01 for the 1-10 year tenors

Chainalysis Report: Central & Southern Asia And Oceania (CSAO) Is The Fourth Largest Cryptocurrency Market Globally

Date 06/10/2021

Blockchain data platform Chainalysis has just published its latest research report, focusing on the cryptocurrency market across Central, Southern Asia and Oceania.

EEX Group Monthly Volumes - September 2021

Date 06/10/2021

EEX Group today reports its September volumes including the following highlights:

Finansinspektionen Supervision 24: Complaints Handling In Insurance Firms

Date 06/10/2021

Finansinspektionen (FI) conducted a survey of twenty insurance firms and determined that the firms in general handle complaints in a satisfactory manner, but there is room for improvement.

Cboe Global Markets Reports September 2021 Trading Volume

Date 06/10/2021

Cboe Global Markets, Inc. (Cboe: CBOE), a leading provider of global market infrastructure and tradable products, today reported September monthly trading volume statistics and projected rate per contract/net revenue capture for the third quarter of 2021 across its global business lines.

MOEX Sets New Record For Equity Trading Volumes

Date 06/10/2021

On 5 October 2021, equities trading volumes on Moscow Exchange set a new record for the year of RUB 215 billion (USD 2.9 billion). Around 3 million trades were conducted.

Record Eris Open Interest Tops 330,000, Up 31% In Q3

Date 06/10/2021

• CME Eris Swap Futures achieved record open interest of 331,445 on Oct 5, continuing the upward trend from the record-setting 31% growth in Q3
• During Q3, open interest grew by more than 77,000 contracts, from 251,833 to 328,957

Readout: US Secretary Of The Treasury Janet L. Yellen’s Call With Minister Of Finance Mohamad Al-Ississ Of Jordan

Date 06/10/2021

Earlier today, Secretary of the Treasury Janet L. Yellen spoke with Jordanian Finance Minister Mohamad Al-Ississ. During the call, Secretary Yellen discussed the importance of joint collaboration and further engagement on shared interests. This includes supporting Jordan’s economic development and reform efforts, and cooperating to counter illicit finance to combat terrorism. Secretary Yellen also emphasized a shared commitment to forcefully address the threat of climate change.